+503.2%
CMI vs MKSI
+524.1%
-20.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.6% |
| 7D | -0.7% | +2.7% | -3.4% | -1.5% |
| 30D | -12.4% | -12.8% | +0.4% | -8.8% |
| 3M | -14.8% | -22.5% | +7.7% | -9.1% |
| 6M | +0.8% | +19.4% | -18.6% | -5.8% |
| YTD | +10.2% | +67.7% | -57.5% | -7.3% |
| 1Y | +37.4% | +131.4% | -94.0% | +4.4% |
| 3Y | +153.3% | +197.3% | -44.0% | +67.6% |
| 5Y | +167.6% | +87.0% | +80.6% | +94.0% |
| All | +503.2% | +524.1% | -20.9% | +156.9% |
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