-28.8%
MKSI vs CART
+47.7%
-76.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | +25.3% | +1.2% | +24.1% | +25.3% |
| 30D | -10.5% | +17.8% | -28.3% | -8.9% |
| 3M | -27.7% | +20.7% | -48.4% | -26.2% |
| 6M | -28.8% | +49.7% | -78.5% | -24.8% |
| All | -28.8% | +47.7% | -76.5% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling