+1,681.4%
CVS vs MSI
+4,576.6%
-2,895.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.3% |
| 7D | -3.7% | +8.3% | -12.0% | -4.9% |
| 30D | -0.3% | +18.9% | -19.2% | -2.9% |
| 3M | -10.3% | +13.2% | -23.5% | -12.0% |
| 6M | -4.6% | +38.3% | -42.9% | -9.3% |
| YTD | +10.7% | +38.9% | -28.2% | +4.8% |
| 1Y | +11.2% | +36.7% | -25.4% | +5.5% |
| 3Y | +43.0% | +76.6% | -33.5% | +29.8% |
| 5Y | +8.6% | +124.5% | -115.9% | -5.4% |
| 10Y | +52.0% | +674.5% | -622.6% | +10.7% |
| All | +1,681.4% | +4,576.6% | -2,895.2% | +629.7% |
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