+131.4%
MKSI vs CLX
-25.9%
+157.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +1.9% |
| 7D | +2.7% | -5.7% | +8.4% | +1.5% |
| 30D | -12.8% | -17.0% | +4.2% | -16.0% |
| 3M | -22.5% | -9.7% | -12.8% | -23.5% |
| 6M | +19.4% | -19.8% | +39.2% | +15.9% |
| YTD | +67.7% | -9.8% | +77.6% | +80.0% |
| 1Y | +131.4% | -26.2% | +157.6% | +113.3% |
| All | +131.4% | -25.9% | +157.3% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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