-31.9%
MKSI vs CF
-2.3%
-29.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | +12.2% | +4.8% | +7.4% | +15.2% |
| 30D | -8.0% | +4.7% | -12.8% | -4.6% |
| 3M | -29.5% | +7.4% | -36.9% | -24.7% |
| 6M | -31.9% | +0.6% | -32.5% | -30.1% |
| All | -31.9% | -2.3% | -29.6% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling