+94.1%
CRH vs MKSI
+84.1%
+10.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | -6.1% | +2.7% | -8.7% | -6.8% |
| 30D | -9.3% | -12.8% | +3.5% | -5.8% |
| 3M | -15.2% | -22.5% | +7.3% | -11.2% |
| 6M | -14.2% | +19.4% | -33.6% | -22.6% |
| YTD | -28.3% | +67.7% | -96.0% | -42.6% |
| 1Y | -21.8% | +131.4% | -153.2% | -44.7% |
| 3Y | +71.6% | +197.3% | -125.7% | +3.6% |
| All | +94.1% | +84.1% | +10.0% | +34.3% |
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