+105.1%
CTVA vs MSI
+97.7%
+7.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -5.8% | -4.0% | -1.8% | -4.8% |
| 30D | +11.1% | -0.5% | +11.5% | +11.2% |
| 3M | +13.2% | +11.4% | +1.8% | +9.8% |
| 6M | +8.7% | +1.0% | +7.7% | +7.9% |
| YTD | +27.3% | +20.7% | +6.6% | +19.5% |
| 1Y | +18.0% | -2.7% | +20.7% | +18.2% |
| 3Y | +76.5% | +68.2% | +8.3% | +42.8% |
| 5Y | +105.1% | +100.0% | +5.1% | +52.0% |
| All | +105.1% | +97.7% | +7.4% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling