+14.7%
CL vs MKSI
-32.3%
+47.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +1.4% |
| 7D | +3.2% | +12.2% | -8.9% | +5.3% |
| 30D | +8.0% | -8.0% | +16.1% | +7.2% |
| 3M | +7.9% | -29.5% | +37.4% | +3.1% |
| 6M | +14.7% | -31.9% | +46.7% | +10.6% |
| All | +14.7% | -32.3% | +47.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling