+658.1%
CL vs MKSI
+1,863.6%
-1,205.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.4% |
| 7D | -0.8% | +15.9% | -16.7% | -1.6% |
| 30D | +9.5% | -9.6% | +19.1% | +9.9% |
| 3M | +6.8% | -23.2% | +29.9% | +7.9% |
| 6M | +14.3% | -29.2% | +43.5% | +15.3% |
| YTD | +27.0% | +41.8% | -14.8% | +22.2% |
| 1Y | +26.3% | +48.7% | -22.4% | +21.0% |
| 3Y | +39.3% | +225.3% | -186.0% | +23.2% |
| 5Y | +41.5% | +43.6% | -2.0% | +31.0% |
| 10Y | +84.1% | +370.2% | -286.1% | +51.3% |
| All | +658.1% | +1,863.6% | -1,205.6% | +400.1% |
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