+3,154.0%
CLS vs MKSI
+524.1%
+2,629.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +5.5% |
| 7D | +10.9% | +2.7% | +8.3% | +9.5% |
| 30D | +2.1% | -12.8% | +14.9% | +9.7% |
| 3M | -10.2% | -22.5% | +12.3% | +1.0% |
| 6M | +30.4% | +19.4% | +11.0% | +18.2% |
| YTD | +17.2% | +67.7% | -50.5% | -11.1% |
| 1Y | +41.0% | +131.4% | -90.4% | -9.5% |
| 3Y | +1,338.0% | +197.3% | +1,140.6% | +716.5% |
| 5Y | +3,860.6% | +87.0% | +3,773.6% | +2,503.6% |
| All | +3,154.0% | +524.1% | +2,629.9% | +1,274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling