+1,317.8%
MKSI vs CAPR
-99.1%
+1,416.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +2.1% |
| 7D | +7.7% | -9.5% | +17.2% | +8.0% |
| 30D | -12.9% | +121.5% | -134.4% | -14.6% |
| 3M | -14.8% | -65.4% | +50.5% | -14.2% |
| 6M | +26.6% | -67.5% | +94.2% | +27.8% |
| YTD | +66.6% | -68.6% | +135.2% | +68.0% |
| 1Y | +144.6% | +42.7% | +101.9% | +127.4% |
| 3Y | +193.1% | +43.4% | +149.8% | +165.2% |
| 5Y | +88.6% | +86.0% | +2.6% | +67.8% |
| 10Y | +490.9% | -77.4% | +568.3% | +400.5% |
| All | +1,317.8% | -99.1% | +1,416.9% | +1,064.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling