+5,760.6%
CRM vs MKSI
+1,435.5%
+4,325.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.1% | +1.1% |
| 7D | -4.4% | +2.7% | -7.1% | -5.5% |
| 30D | +28.1% | -12.8% | +40.9% | +33.9% |
| 3M | +48.8% | -22.5% | +71.3% | +54.7% |
| 6M | +28.3% | +19.4% | +8.9% | +8.0% |
| YTD | -6.0% | +67.7% | -73.7% | -33.2% |
| 1Y | +1.4% | +131.4% | -130.0% | -38.9% |
| 3Y | +11.8% | +197.3% | -185.5% | -47.2% |
| 5Y | -2.0% | +87.0% | -89.0% | -45.3% |
| 10Y | +239.6% | +522.1% | -282.5% | -15.1% |
| All | +5,760.6% | +1,435.5% | +4,325.1% | +722.0% |
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