+3,616.8%
CLS vs MKSI
+81.7%
+3,535.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.1% |
| 7D | +5.0% | +4.9% | +0.1% | +2.0% |
| 30D | +4.8% | -11.0% | +15.8% | +12.5% |
| 3M | -10.4% | -17.1% | +6.7% | -2.1% |
| 6M | +20.8% | +16.4% | +4.4% | +8.4% |
| YTD | +10.0% | +64.3% | -54.3% | -20.3% |
| 1Y | +28.5% | +137.7% | -109.2% | -26.0% |
| 3Y | +1,292.2% | +189.1% | +1,103.1% | +617.1% |
| 5Y | +3,616.8% | +83.1% | +3,533.7% | +2,210.3% |
| All | +3,616.8% | +81.7% | +3,535.1% | +2,210.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling