+105.1%
CTVA vs MKSI
+84.1%
+21.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -4.5% | +2.7% | -7.2% | -4.8% |
| 30D | +11.3% | -12.8% | +24.1% | +12.8% |
| 3M | +12.3% | -22.5% | +34.8% | +14.4% |
| 6M | +7.2% | +19.4% | -12.2% | +2.4% |
| YTD | +26.0% | +67.7% | -41.7% | +14.1% |
| 1Y | +16.0% | +131.4% | -115.4% | -0.8% |
| 3Y | +73.9% | +197.3% | -123.4% | +36.5% |
| All | +105.1% | +84.1% | +21.0% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling