+57.2%
CVS vs MSI
+670.3%
-613.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | -2.6% | +7.4% | -10.0% | -4.8% |
| 30D | +4.0% | +18.7% | -14.7% | -1.3% |
| 3M | -6.3% | +14.5% | -20.7% | -10.1% |
| 6M | -0.4% | +38.1% | -38.5% | -10.1% |
| YTD | +15.6% | +38.7% | -23.1% | +3.1% |
| 1Y | +18.3% | +35.4% | -17.1% | +6.3% |
| 3Y | +47.3% | +75.1% | -27.8% | +18.6% |
| 5Y | +13.2% | +126.4% | -113.2% | -18.2% |
| 10Y | +57.2% | +671.4% | -614.2% | -12.4% |
| All | +57.2% | +670.3% | -613.2% | -12.4% |
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 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