+40.0%
CVS vs MKSI
+524.1%
-484.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -2.2% | +2.7% | -4.8% | -2.5% |
| 30D | -0.1% | -12.8% | +12.7% | +1.4% |
| 3M | -5.2% | -22.5% | +17.3% | -3.3% |
| 6M | +26.9% | +19.4% | +7.5% | +22.0% |
| YTD | +22.1% | +67.7% | -45.7% | +11.8% |
| 1Y | +30.8% | +131.4% | -100.6% | +14.2% |
| 3Y | +54.4% | +197.3% | -142.9% | +23.7% |
| 5Y | +33.4% | +87.0% | -53.6% | +12.4% |
| All | +40.0% | +524.1% | -484.1% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling