+31.5%
CVS vs MSI
+100.4%
-68.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.6% | -5.8% | +4.2% | -0.4% |
| 30D | +0.4% | -1.0% | +1.4% | +0.6% |
| 3M | -0.4% | +14.2% | -14.6% | -3.4% |
| 6M | +25.1% | +1.0% | +24.1% | +24.5% |
| YTD | +23.9% | +21.5% | +2.4% | +17.4% |
| 1Y | +41.1% | -2.1% | +43.2% | +41.5% |
| 3Y | +63.6% | +69.3% | -5.7% | +36.2% |
| 5Y | +31.5% | +99.3% | -67.8% | +3.6% |
| All | +31.5% | +100.4% | -68.9% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling