+1,770.7%
CVS vs MSI
+4,640.9%
-2,870.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +12.0% | +7.7% | +4.3% | +10.7% |
| 30D | +2.8% | +19.9% | -17.2% | 0.0% |
| 3M | -3.6% | +14.9% | -18.5% | -5.6% |
| 6M | -1.6% | +37.2% | -38.9% | -6.4% |
| YTD | +16.3% | +40.8% | -24.5% | +9.8% |
| 1Y | +15.5% | +38.1% | -22.6% | +9.4% |
| 3Y | +48.1% | +77.7% | -29.6% | +34.3% |
| 5Y | +12.3% | +129.0% | -116.7% | -2.5% |
| 10Y | +62.7% | +671.3% | -608.6% | +18.6% |
| All | +1,770.7% | +4,640.9% | -2,870.2% | +664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling