+211.4%
MKSI vs CART
+14.3%
+197.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +8.0% | +3.0% |
| 7D | +7.7% | -4.1% | +11.8% | +8.4% |
| 30D | -12.9% | -4.3% | -8.5% | -12.4% |
| 3M | -14.8% | +13.1% | -28.0% | -17.3% |
| 6M | +26.6% | +26.0% | +0.6% | +19.5% |
| YTD | +66.6% | +6.7% | +59.9% | +62.7% |
| 1Y | +144.6% | +6.3% | +138.3% | +137.5% |
| All | +211.4% | +14.3% | +197.1% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling