+332.0%
MKSI vs CVE
+149.3%
+182.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | +12.2% | +5.9% | +6.2% | +10.4% |
| 30D | -8.0% | -10.9% | +2.8% | -5.2% |
| 3M | -29.5% | -4.5% | -25.0% | -29.0% |
| 6M | -31.9% | -1.0% | -31.0% | -32.6% |
| YTD | +35.3% | +74.7% | -39.4% | +13.0% |
| 1Y | +50.3% | +65.8% | -15.6% | +27.1% |
| 3Y | +216.4% | +73.2% | +143.2% | +162.4% |
| 5Y | +34.4% | +155.6% | -121.2% | -1.7% |
| All | +332.0% | +149.3% | +182.7% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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