+5.7%
CVS vs MAS
+39.2%
-33.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.4% |
| 7D | -7.1% | +2.0% | -9.1% | -7.6% |
| 30D | -4.0% | +19.4% | -23.4% | -7.0% |
| 3M | -12.2% | +9.4% | -21.7% | -13.9% |
| 6M | -2.2% | +15.3% | -17.5% | -5.2% |
| YTD | +8.9% | +31.3% | -22.4% | +2.6% |
| 1Y | +9.9% | +34.9% | -25.0% | +3.0% |
| 3Y | +32.1% | +58.6% | -26.5% | +18.2% |
| All | +5.7% | +39.2% | -33.5% | -7.2% |
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