+41.9%
CVS vs MSI
+593.5%
-551.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.9% | -4.0% | +2.1% | -0.7% |
| 30D | -0.3% | -0.5% | +0.1% | -0.2% |
| 3M | -1.1% | +11.4% | -12.5% | -4.6% |
| 6M | +23.7% | +1.0% | +22.7% | +22.4% |
| YTD | +23.0% | +20.7% | +2.3% | +14.6% |
| 1Y | +37.2% | -2.7% | +39.8% | +36.8% |
| 3Y | +62.4% | +68.2% | -5.8% | +31.6% |
| 5Y | +31.8% | +100.0% | -68.1% | -1.1% |
| 10Y | +41.9% | +596.9% | -555.0% | -19.1% |
| All | +41.9% | +593.5% | -551.6% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling