+157.0%
MKSI vs CF
+62.4%
+94.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +3.1% |
| 7D | +1.8% | +6.0% | -4.2% | +4.1% |
| 30D | -16.8% | +14.8% | -31.6% | -12.0% |
| 3M | -21.1% | +14.1% | -35.2% | -16.2% |
| 6M | +10.8% | +28.5% | -17.7% | +21.6% |
| YTD | +63.3% | +74.9% | -11.6% | +89.1% |
| 1Y | +157.0% | +61.7% | +95.3% | +198.3% |
| All | +157.0% | +62.4% | +94.6% | +198.3% |
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