+131.4%
MKSI vs CAPR
+37.0%
+94.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +2.1% |
| 7D | +2.7% | -11.0% | +13.6% | +2.8% |
| 30D | -12.8% | +99.8% | -112.6% | -13.2% |
| 3M | -22.5% | -66.6% | +44.1% | -22.2% |
| 6M | +19.4% | -75.1% | +94.5% | +20.0% |
| YTD | +67.7% | -71.0% | +138.7% | +68.5% |
| 1Y | +131.4% | +30.0% | +101.4% | +133.9% |
| All | +131.4% | +37.0% | +94.4% | +133.9% |
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