+218.9%
CTVA vs MKSI
+269.2%
-50.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -4.7% | +4.9% | -9.5% | -5.6% |
| 30D | +11.1% | -11.0% | +22.1% | +13.3% |
| 3M | +13.7% | -17.1% | +30.8% | +15.3% |
| 6M | +11.2% | +16.4% | -5.2% | +3.6% |
| YTD | +26.9% | +64.3% | -37.4% | +8.1% |
| 1Y | +18.8% | +137.7% | -118.9% | -8.9% |
| 3Y | +75.9% | +189.1% | -113.2% | +18.7% |
| 5Y | +105.2% | +83.1% | +22.1% | +51.3% |
| All | +218.9% | +269.2% | -50.2% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling