+131.2%
CTVA vs MSI
+286.3%
-155.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.9% | -23.4% | -23.9% |
| 7D | -23.7% | +2.6% | -26.3% | -24.4% |
| 30D | -31.2% | +18.1% | -49.3% | -35.7% |
| 3M | -18.7% | +13.2% | -31.9% | -22.8% |
| 6M | -25.5% | +36.3% | -61.8% | -34.9% |
| YTD | -8.0% | +39.5% | -47.5% | -21.5% |
| 1Y | -7.0% | +36.9% | -43.9% | -20.0% |
| 3Y | +45.2% | +76.1% | -30.9% | +7.0% |
| 5Y | +32.3% | +123.7% | -91.5% | -16.2% |
| All | +131.2% | +286.3% | -155.0% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling