+514.9%
MKSI vs CRL
+256.1%
+258.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.0% |
| 7D | +2.7% | -3.5% | +6.2% | +4.7% |
| 30D | -12.8% | -2.1% | -10.7% | -11.9% |
| 3M | -22.5% | +48.0% | -70.5% | -39.4% |
| 6M | +19.4% | +64.7% | -45.3% | -14.2% |
| YTD | +67.7% | +39.5% | +28.2% | +31.3% |
| 1Y | +131.4% | +74.2% | +57.2% | +57.4% |
| 3Y | +197.3% | +39.4% | +158.0% | +115.5% |
| 5Y | +87.0% | -36.9% | +123.9% | +115.8% |
| All | +514.9% | +256.1% | +258.9% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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