+5.6%
CVS vs MSI
+28.6%
-23.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.2% | -13.7% | -12.5% |
| 7D | -11.1% | +2.8% | -13.9% | -11.1% |
| 30D | -7.4% | +9.1% | -16.6% | -7.4% |
| 3M | -22.9% | +12.5% | -35.4% | -22.5% |
| 6M | -1.2% | +14.2% | -15.4% | -0.8% |
| YTD | +3.9% | +30.7% | -26.9% | +7.7% |
| 1Y | +5.6% | +27.5% | -22.0% | +10.4% |
| All | +5.6% | +28.6% | -23.0% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling