+514.9%
MKSI vs CMS
+118.9%
+396.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +2.7% | -1.9% | +4.6% | +3.2% |
| 30D | -12.8% | -4.1% | -8.7% | -11.8% |
| 3M | -22.5% | -7.1% | -15.4% | -21.4% |
| 6M | +19.4% | -10.1% | +29.4% | +22.2% |
| YTD | +67.7% | -1.7% | +69.4% | +67.1% |
| 1Y | +131.4% | -3.4% | +134.8% | +131.1% |
| 3Y | +197.3% | +31.6% | +165.8% | +159.4% |
| 5Y | +87.0% | +23.3% | +63.7% | +64.9% |
| All | +514.9% | +118.9% | +396.1% | +400.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling