+83.1%
MKSI vs CMS
+22.8%
+60.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | +4.9% | -1.3% | +6.2% | +5.0% |
| 30D | -11.0% | -2.8% | -8.2% | -10.8% |
| 3M | -17.1% | -7.1% | -10.0% | -17.0% |
| 6M | +16.4% | -10.0% | +26.5% | +17.0% |
| YTD | +64.3% | -0.9% | +65.2% | +63.4% |
| 1Y | +137.7% | -2.0% | +139.7% | +136.3% |
| 3Y | +189.1% | +33.0% | +156.1% | +160.4% |
| 5Y | +83.1% | +24.3% | +58.9% | +65.5% |
| All | +83.1% | +22.8% | +60.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling