+529.0%
CVS vs MKSI
+2,229.0%
-1,700.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.9% | +6.6% | -8.5% | -2.7% |
| 30D | -0.3% | -8.2% | +7.9% | +0.6% |
| 3M | -1.1% | -16.4% | +15.3% | 0.0% |
| 6M | +23.7% | +23.0% | +0.7% | +18.7% |
| YTD | +23.0% | +68.2% | -45.2% | +13.0% |
| 1Y | +37.2% | +148.6% | -111.4% | +19.3% |
| 3Y | +62.4% | +196.0% | -133.5% | +32.6% |
| 5Y | +31.8% | +87.4% | -55.5% | +11.4% |
| 10Y | +41.9% | +523.8% | -481.9% | -2.0% |
| All | +529.0% | +2,229.0% | -1,700.0% | +210.8% |
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 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