+42.7%
MKSI vs CF
+35.9%
+6.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -6.7% |
| 7D | -10.7% | -6.9% | -3.8% | -13.0% |
| 30D | -30.5% | -3.7% | -26.8% | -31.3% |
| 3M | -39.2% | -5.0% | -34.2% | -39.7% |
| 6M | -33.0% | -10.5% | -22.5% | -34.3% |
| YTD | +22.3% | +46.5% | -24.2% | +36.1% |
| 1Y | +42.7% | +34.8% | +7.9% | +52.0% |
| All | +42.7% | +35.9% | +6.8% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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