+18.3%
CVS vs MSI
+36.5%
-18.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | -2.6% | +7.4% | -10.0% | -2.5% |
| 30D | +4.0% | +18.7% | -14.7% | +4.2% |
| 3M | -6.3% | +14.5% | -20.7% | -6.1% |
| 6M | -0.4% | +38.1% | -38.5% | +1.2% |
| YTD | +15.6% | +38.7% | -23.1% | +19.7% |
| 1Y | +18.3% | +35.4% | -17.1% | +22.6% |
| All | +18.3% | +36.5% | -18.2% | +22.6% |
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