+231.7%
CTVA vs MSI
+240.0%
-8.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +4.9% | -3.7% | +8.6% | +6.5% |
| 30D | +11.9% | +6.8% | +5.1% | +8.6% |
| 3M | +13.7% | +14.3% | -0.6% | +7.0% |
| 6M | +13.1% | -1.6% | +14.7% | +12.8% |
| YTD | +32.0% | +22.8% | +9.2% | +18.7% |
| 1Y | +22.1% | -1.1% | +23.2% | +20.8% |
| 3Y | +77.5% | +70.5% | +7.0% | +30.8% |
| 5Y | +106.3% | +102.8% | +3.5% | +35.0% |
| All | +231.7% | +240.0% | -8.3% | +38.6% |
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