+42.7%
MKSI vs CAPR
+47.4%
-4.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.3% | -13.2% | -5.0% |
| 7D | -10.7% | +43.2% | -53.8% | -10.8% |
| 30D | -30.5% | +14.7% | -45.2% | -30.6% |
| 3M | -39.2% | +113.9% | -153.1% | -39.5% |
| 6M | -33.0% | -73.4% | +40.4% | -32.8% |
| YTD | +22.3% | -69.1% | +91.4% | +22.7% |
| 1Y | +42.7% | +47.2% | -4.5% | +42.7% |
| All | +42.7% | +47.4% | -4.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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