+67.0%
CVS vs MSTZ
-99.2%
+166.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.8% | -12.5% | +0.3% |
| 7D | +10.4% | +25.6% | -15.2% | +10.4% |
| 30D | +3.3% | +50.6% | -47.3% | +3.3% |
| 3M | -4.5% | -64.5% | +60.0% | -5.1% |
| 6M | -4.4% | -14.0% | +9.6% | -3.8% |
| YTD | +16.6% | -76.4% | +93.0% | +16.1% |
| 1Y | +15.3% | -56.2% | +71.5% | +16.3% |
| All | +67.0% | -99.2% | +166.2% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling