+2.5%
CVS vs MAS
+41.7%
-39.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.2% | +2.2% |
| 7D | -10.0% | +4.6% | -14.5% | -10.8% |
| 30D | -5.2% | +19.9% | -25.1% | -8.3% |
| 3M | -17.4% | +8.9% | -26.3% | -18.8% |
| 6M | +2.1% | +20.2% | -18.0% | -1.6% |
| YTD | +5.6% | +33.9% | -28.3% | -0.8% |
| 1Y | +6.7% | +34.7% | -27.9% | +0.1% |
| 3Y | +29.6% | +60.4% | -30.7% | +15.8% |
| 5Y | +2.5% | +43.5% | -40.9% | -10.3% |
| All | +2.5% | +41.7% | -39.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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