+30.8%
CVS vs MKSI
+142.7%
-111.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -2.2% | +2.7% | -4.8% | -2.2% |
| 30D | -0.1% | -12.8% | +12.7% | +0.4% |
| 3M | -5.2% | -22.5% | +17.3% | -4.9% |
| 6M | +26.9% | +19.4% | +7.5% | +24.2% |
| YTD | +22.1% | +67.7% | -45.7% | +16.8% |
| 1Y | +30.8% | +131.4% | -100.6% | +22.8% |
| All | +30.8% | +142.7% | -111.9% | +22.8% |
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 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