-14.8%
CRH vs MKSI
+40.1%
-54.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.0% | +10.6% | +6.2% |
| 7D | +14.2% | -10.7% | +24.8% | +15.7% |
| 30D | +19.5% | -30.5% | +50.0% | +25.8% |
| 3M | +0.4% | -39.2% | +39.5% | +7.6% |
| 6M | -10.1% | -33.0% | +22.9% | -9.7% |
| YTD | -19.9% | +22.3% | -42.3% | -31.6% |
| 1Y | -14.8% | +42.7% | -57.5% | -29.2% |
| All | -14.8% | +40.1% | -54.9% | -29.2% |
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