+514.9%
MKSI vs CPAY
+155.2%
+359.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -2.0% | +4.6% | +3.9% |
| 30D | -12.8% | -0.4% | -12.4% | -12.9% |
| 3M | -22.5% | +16.4% | -38.9% | -31.3% |
| 6M | +19.4% | +23.5% | -4.1% | +0.5% |
| YTD | +67.7% | +35.7% | +32.1% | +30.7% |
| 1Y | +131.4% | +30.2% | +101.2% | +84.3% |
| 3Y | +197.3% | +49.7% | +147.6% | +116.7% |
| 5Y | +87.0% | +56.6% | +30.4% | +30.1% |
| All | +514.9% | +155.2% | +359.8% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling