+5.6%
CVS vs MKSI
+40.1%
-34.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.0% | -7.5% | -12.4% |
| 7D | -11.1% | -10.7% | -0.4% | -11.1% |
| 30D | -7.4% | -30.5% | +23.1% | -7.2% |
| 3M | -22.9% | -39.2% | +16.3% | -22.3% |
| 6M | -1.2% | -33.0% | +31.8% | -1.7% |
| YTD | +3.9% | +22.3% | -18.5% | -0.6% |
| 1Y | +5.6% | +42.7% | -37.1% | +1.1% |
| All | +5.6% | +40.1% | -34.6% | +1.1% |
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