+1,570.9%
CVS vs MAS
+1,727.7%
-156.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.6% | -18.2% | -13.9% |
| 7D | -11.1% | +14.2% | -25.3% | -14.1% |
| 30D | -7.4% | +26.8% | -34.3% | -12.9% |
| 3M | -22.9% | +13.1% | -36.0% | -25.5% |
| 6M | -1.2% | +27.9% | -29.1% | -7.8% |
| YTD | +3.9% | +38.7% | -34.8% | -5.6% |
| 1Y | +5.6% | +40.4% | -34.8% | -4.4% |
| 3Y | +27.5% | +66.1% | -38.7% | +8.8% |
| 5Y | 0.0% | +47.4% | -47.4% | -13.8% |
| 10Y | +32.6% | +238.3% | -205.8% | -9.0% |
| All | +1,570.9% | +1,727.7% | -156.8% | +524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling