+2,222.5%
MKSI vs CNI
+4,116.6%
-1,894.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | +2.7% | -0.4% | +3.1% | +3.0% |
| 30D | -12.8% | -2.7% | -10.1% | -11.2% |
| 3M | -22.5% | +3.9% | -26.4% | -25.1% |
| 6M | +19.4% | +16.4% | +3.0% | +6.6% |
| YTD | +67.7% | +25.8% | +41.9% | +41.7% |
| 1Y | +131.4% | +32.4% | +99.0% | +88.2% |
| 3Y | +197.3% | +19.1% | +178.3% | +163.0% |
| 5Y | +87.0% | +13.6% | +73.4% | +72.1% |
| 10Y | +522.1% | +136.8% | +385.3% | +269.1% |
| All | +2,222.5% | +4,116.6% | -1,894.0% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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