+582.8%
CL vs MKSI
+2,161.7%
-1,579.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.7% | -1.7% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | -4.8% | -16.8% | +11.9% | -3.9% |
| 3M | +4.9% | -21.1% | +26.0% | +5.6% |
| 6M | -5.7% | +10.8% | -16.6% | -7.3% |
| YTD | +14.4% | +63.3% | -48.9% | +9.5% |
| 1Y | +8.7% | +157.0% | -148.2% | +0.7% |
| 3Y | +30.0% | +163.7% | -133.7% | +17.4% |
| 5Y | +28.4% | +82.0% | -53.6% | +17.4% |
| 10Y | +50.1% | +467.2% | -417.1% | +22.3% |
| All | +582.8% | +2,161.7% | -1,579.0% | +348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling