+22.1%
CTVA vs MKSI
+162.5%
-140.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.1% | -0.7% |
| 7D | +4.9% | +1.8% | +3.2% | +5.0% |
| 30D | +11.9% | -16.8% | +28.7% | +11.5% |
| 3M | +13.7% | -21.1% | +34.8% | +13.3% |
| 6M | +13.1% | +10.8% | +2.3% | +13.0% |
| YTD | +32.0% | +63.3% | -31.4% | +32.8% |
| 1Y | +22.1% | +157.0% | -134.9% | +26.7% |
| All | +22.1% | +162.5% | -140.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling