+205.3%
MKSI vs CART
+21.6%
+183.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.5% |
| 7D | +1.8% | +1.0% | +0.7% | +1.6% |
| 30D | -16.8% | +12.6% | -29.4% | -18.7% |
| 3M | -21.1% | +23.1% | -44.2% | -24.4% |
| 6M | +10.8% | +39.5% | -28.7% | +2.6% |
| YTD | +63.3% | +13.5% | +49.8% | +57.9% |
| 1Y | +157.0% | +14.9% | +142.1% | +145.9% |
| All | +205.3% | +21.6% | +183.7% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling