+5.6%
CVS vs MTSI
+59.5%
-54.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -12.5% |
| 7D | -11.1% | -10.7% | -0.5% | -11.2% |
| 30D | -7.4% | -29.0% | +21.5% | -7.5% |
| 3M | -22.9% | -14.7% | -8.2% | -23.2% |
| 6M | -1.2% | -20.1% | +18.9% | -2.8% |
| YTD | +3.9% | +36.1% | -32.3% | -1.3% |
| 1Y | +5.6% | +61.7% | -56.2% | +2.0% |
| All | +5.6% | +59.5% | -54.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling