+87.4%
MKSI vs CF
+247.6%
-160.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.8% |
| 7D | +6.6% | -0.8% | +7.5% | +6.7% |
| 30D | -8.2% | +14.3% | -22.5% | -9.1% |
| 3M | -16.4% | +27.9% | -44.3% | -18.3% |
| 6M | +23.0% | +25.5% | -2.6% | +18.1% |
| YTD | +68.2% | +81.2% | -13.0% | +50.4% |
| 1Y | +148.6% | +66.5% | +82.1% | +124.7% |
| 3Y | +196.0% | +76.7% | +119.3% | +158.4% |
| 5Y | +87.4% | +237.8% | -150.5% | +47.0% |
| All | +87.4% | +247.6% | -160.3% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling