+84.3%
MKSI vs CNH
+8.8%
+75.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +2.7% | -5.7% | +8.4% | +6.2% |
| 30D | -12.8% | +26.6% | -39.4% | -25.8% |
| 3M | -22.5% | +31.1% | -53.6% | -35.8% |
| 6M | +19.4% | +24.9% | -5.5% | +1.3% |
| YTD | +67.7% | +48.7% | +19.0% | +26.3% |
| 1Y | +131.4% | +22.2% | +109.2% | +96.8% |
| 3Y | +197.3% | +7.4% | +189.9% | +169.3% |
| All | +84.3% | +8.8% | +75.5% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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