+157.0%
MKSI vs CP
+19.9%
+137.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.2% |
| 7D | +1.8% | -2.7% | +4.5% | +2.5% |
| 30D | -16.8% | +0.2% | -16.9% | -16.7% |
| 3M | -21.1% | +2.6% | -23.7% | -21.9% |
| 6M | +10.8% | +6.0% | +4.9% | +6.8% |
| YTD | +63.3% | +24.9% | +38.4% | +53.8% |
| 1Y | +157.0% | +20.1% | +136.9% | +153.0% |
| All | +157.0% | +19.9% | +137.1% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling