-7.7%
CVS vs MSTZ
-12.2%
+4.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.7% |
| 7D | +6.6% | +30.8% | -24.2% | +5.5% |
| 30D | -0.4% | +41.2% | -41.6% | -2.0% |
| 3M | -5.3% | -60.9% | +55.6% | -4.8% |
| 6M | -7.7% | -15.7% | +8.0% | -6.4% |
| All | -7.7% | -12.2% | +4.5% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling