+137.7%
MKSI vs CART
+4.1%
+133.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.1% |
| 7D | +4.9% | -8.7% | +13.5% | +3.7% |
| 30D | -11.0% | -4.4% | -6.6% | -11.4% |
| 3M | -17.1% | +14.6% | -31.7% | -15.3% |
| 6M | +16.4% | +24.4% | -8.0% | +21.2% |
| YTD | +64.3% | +5.0% | +59.3% | +67.6% |
| 1Y | +137.7% | +0.5% | +137.2% | +149.6% |
| All | +137.7% | +4.1% | +133.7% | +149.6% |
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