+84.3%
MKSI vs CP
+34.9%
+49.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | +2.7% | -2.6% | +5.3% | +4.8% |
| 30D | -12.8% | -3.7% | -9.1% | -10.3% |
| 3M | -22.5% | +0.1% | -22.6% | -23.4% |
| 6M | +19.4% | +7.8% | +11.5% | +10.6% |
| YTD | +67.7% | +21.7% | +46.0% | +39.8% |
| 1Y | +131.4% | +18.6% | +112.8% | +96.3% |
| 3Y | +197.3% | +17.5% | +179.8% | +154.2% |
| All | +84.3% | +34.9% | +49.5% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling