+514.9%
MKSI vs CVE
+175.4%
+339.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +2.7% | +2.3% | +0.4% | +2.1% |
| 30D | -12.8% | +9.7% | -22.5% | -15.1% |
| 3M | -22.5% | +16.9% | -39.4% | -26.3% |
| 6M | +19.4% | +41.4% | -22.0% | +6.9% |
| YTD | +67.7% | +98.0% | -30.3% | +36.0% |
| 1Y | +131.4% | +98.2% | +33.2% | +87.1% |
| 3Y | +197.3% | +77.9% | +119.4% | +144.4% |
| 5Y | +87.0% | +341.6% | -254.6% | +19.7% |
| All | +514.9% | +175.4% | +339.6% | +237.4% |
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