+2,074.2%
CLS vs MKSI
+2,229.0%
-154.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +20.1% | +6.6% | +13.5% | +16.6% |
| 30D | +6.0% | -8.2% | +14.3% | +10.4% |
| 3M | -10.3% | -16.4% | +6.1% | -3.8% |
| 6M | +24.5% | +23.0% | +1.5% | +12.9% |
| YTD | +12.9% | +68.2% | -55.3% | -11.5% |
| 1Y | +36.7% | +148.6% | -111.9% | -10.6% |
| 3Y | +1,328.1% | +196.0% | +1,132.1% | +767.3% |
| 5Y | +3,682.3% | +87.4% | +3,594.9% | +2,554.0% |
| 10Y | +3,038.3% | +523.8% | +2,514.5% | +1,074.8% |
| All | +2,074.2% | +2,229.0% | -154.8% | +324.1% |
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