+2,222.5%
MKSI vs CRS
+5,869.8%
-3,647.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | +2.7% | -6.8% | +9.5% | +5.6% |
| 30D | -12.8% | -16.1% | +3.3% | -6.2% |
| 3M | -22.5% | -21.2% | -1.3% | -14.1% |
| 6M | +19.4% | +8.7% | +10.7% | +16.1% |
| YTD | +67.7% | +41.0% | +26.7% | +46.0% |
| 1Y | +131.4% | +82.7% | +48.7% | +79.0% |
| 3Y | +197.3% | +604.8% | -407.5% | +31.2% |
| 5Y | +87.0% | +1,384.7% | -1,297.7% | -41.6% |
| 10Y | +522.1% | +1,362.3% | -840.3% | +68.3% |
| All | +2,222.5% | +5,869.8% | -3,647.3% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 all: compounded portfolio wealth divided by compounded CRS 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…
all analysis · Full analysis span regression · 6 months rolling