+1,054.6%
MKSI vs CNH
+59.0%
+995.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.2% |
| 7D | +6.6% | +1.8% | +4.8% | +5.4% |
| 30D | -8.2% | +32.6% | -40.9% | -21.8% |
| 3M | -16.4% | +29.4% | -45.8% | -28.0% |
| 6M | +23.0% | +26.0% | -3.0% | +6.9% |
| YTD | +68.2% | +52.2% | +16.0% | +31.9% |
| 1Y | +148.6% | +23.9% | +124.7% | +116.0% |
| 3Y | +196.0% | +10.1% | +185.8% | +171.8% |
| 5Y | +87.4% | +13.2% | +74.2% | +66.9% |
| 10Y | +523.8% | +160.7% | +363.1% | +294.7% |
| All | +1,054.6% | +59.0% | +995.6% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling