+41.9%
CMI vs MKSI
+162.5%
-120.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +1.2% |
| 7D | -0.7% | +1.8% | -2.5% | -1.4% |
| 30D | -13.4% | -16.8% | +3.3% | -7.6% |
| 3M | -17.0% | -21.1% | +4.1% | -11.1% |
| 6M | -1.6% | +10.8% | -12.5% | -7.7% |
| YTD | +11.0% | +63.3% | -52.3% | -8.5% |
| 1Y | +41.9% | +157.0% | -115.1% | +2.5% |
| All | +41.9% | +162.5% | -120.6% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling