+207.1%
MKSI vs CART
+12.5%
+194.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +4.9% | -8.7% | +13.5% | +6.4% |
| 30D | -11.0% | -4.4% | -6.6% | -10.5% |
| 3M | -17.1% | +14.6% | -31.7% | -19.7% |
| 6M | +16.4% | +24.4% | -8.0% | +10.1% |
| YTD | +64.3% | +5.0% | +59.3% | +60.8% |
| 1Y | +137.7% | +0.5% | +137.2% | +134.2% |
| All | +207.1% | +12.5% | +194.6% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling