+1,907.2%
CVS vs MSI
+4,035.2%
-2,128.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +4.0% | -3.7% | +7.6% | +4.5% |
| 30D | -2.4% | +6.8% | -9.2% | -3.5% |
| 3M | +2.7% | +14.3% | -11.6% | +0.5% |
| 6M | +21.9% | -1.6% | +23.4% | +21.7% |
| YTD | +24.7% | +22.8% | +2.0% | +20.3% |
| 1Y | +35.4% | -1.1% | +36.6% | +34.8% |
| 3Y | +65.2% | +70.5% | -5.3% | +50.7% |
| 5Y | +30.5% | +102.8% | -72.3% | +15.5% |
| 10Y | +40.4% | +597.4% | -557.0% | +3.9% |
| All | +1,907.2% | +4,035.2% | -2,128.0% | +737.8% |
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