+37.4%
CAVA vs MSI
+72.1%
-34.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.5% | -5.8% | +4.2% | +1.4% |
| 30D | -3.7% | -1.0% | -2.7% | -3.3% |
| 3M | -18.3% | +14.2% | -32.5% | -24.9% |
| 6M | -23.5% | +1.0% | -24.5% | -24.5% |
| YTD | +2.5% | +21.5% | -19.0% | -11.4% |
| 1Y | -8.0% | -2.1% | -5.8% | -7.5% |
| 3Y | +53.5% | +69.3% | -15.8% | -1.5% |
| All | +37.4% | +72.1% | -34.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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