+157.0%
MKSI vs CART
+14.4%
+142.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.1% |
| 7D | +1.8% | +1.0% | +0.7% | +1.9% |
| 30D | -16.8% | +12.6% | -29.4% | -15.6% |
| 3M | -21.1% | +23.1% | -44.2% | -18.8% |
| 6M | +10.8% | +39.5% | -28.7% | +16.9% |
| YTD | +63.3% | +13.5% | +49.8% | +68.3% |
| 1Y | +157.0% | +14.9% | +142.1% | +176.1% |
| All | +157.0% | +14.4% | +142.6% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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