+84.3%
MKSI vs CRL
-37.1%
+121.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.2% |
| 7D | +2.7% | -3.5% | +6.2% | +4.4% |
| 30D | -12.8% | -2.1% | -10.7% | -12.1% |
| 3M | -22.5% | +48.0% | -70.5% | -37.1% |
| 6M | +19.4% | +64.7% | -45.3% | -9.8% |
| YTD | +67.7% | +39.5% | +28.2% | +36.8% |
| 1Y | +131.4% | +74.2% | +57.2% | +67.0% |
| 3Y | +197.3% | +39.4% | +158.0% | +126.9% |
| All | +84.3% | -37.1% | +121.5% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling