+1,693.6%
MKSI vs CF
+5,935.6%
-4,242.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -12.8% | +11.5% | -24.3% | -15.4% |
| 3M | -22.5% | +25.5% | -48.0% | -27.7% |
| 6M | +19.4% | +11.8% | +7.6% | +12.2% |
| YTD | +67.7% | +74.6% | -6.9% | +38.2% |
| 1Y | +131.4% | +57.7% | +73.7% | +94.9% |
| 3Y | +197.3% | +74.2% | +123.1% | +138.3% |
| 5Y | +87.0% | +223.8% | -136.8% | +19.2% |
| 10Y | +522.1% | +593.6% | -71.5% | +206.8% |
| All | +1,693.6% | +5,935.6% | -4,242.1% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling