+1,130.1%
CRH vs MKSI
+2,222.5%
-1,092.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | -6.1% | +2.7% | -8.7% | -6.7% |
| 30D | -9.3% | -12.8% | +3.5% | -6.6% |
| 3M | -15.2% | -22.5% | +7.3% | -11.9% |
| 6M | -14.2% | +19.4% | -33.6% | -19.9% |
| YTD | -28.3% | +67.7% | -96.0% | -38.5% |
| 1Y | -21.8% | +131.4% | -153.2% | -38.4% |
| 3Y | +71.6% | +197.3% | -125.7% | +22.7% |
| 5Y | +96.6% | +87.0% | +9.7% | +51.8% |
| 10Y | +253.8% | +522.1% | -268.2% | +104.8% |
| All | +1,130.1% | +2,222.5% | -1,092.5% | +510.4% |
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