+2,206.8%
MKSI vs CMS
+296.5%
+1,910.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +7.7% | +1.2% | +6.5% | +7.3% |
| 30D | -12.9% | -3.2% | -9.7% | -11.9% |
| 3M | -14.8% | -2.2% | -12.6% | -14.7% |
| 6M | +26.6% | -9.4% | +36.1% | +30.0% |
| YTD | +66.6% | +0.7% | +65.9% | +65.0% |
| 1Y | +144.6% | +0.4% | +144.2% | +141.8% |
| 3Y | +193.1% | +35.2% | +158.0% | +155.7% |
| 5Y | +88.6% | +24.1% | +64.5% | +67.7% |
| 10Y | +490.9% | +115.8% | +375.1% | +324.6% |
| All | +2,206.8% | +296.5% | +1,910.3% | +610.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling