+23.0%
MKSI vs CRL
+61.1%
-38.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.1% |
| 7D | +6.6% | -4.6% | +11.2% | +7.3% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | -16.4% | +46.6% | -63.0% | -21.7% |
| 6M | +23.0% | +57.3% | -34.3% | +11.8% |
| All | +23.0% | +61.1% | -38.2% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling