+9.9%
CVS vs MTSI
+38.8%
-28.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.7% | +3.1% |
| 7D | -7.1% | -10.0% | +2.9% | -7.2% |
| 30D | -4.0% | -37.2% | +33.2% | -4.1% |
| 3M | -12.2% | -30.1% | +17.8% | -12.4% |
| 6M | -2.2% | -31.9% | +29.7% | -3.4% |
| YTD | +8.9% | +23.2% | -14.3% | +3.0% |
| 1Y | +9.9% | +26.4% | -16.5% | +5.3% |
| All | +9.9% | +38.8% | -28.9% | +5.3% |
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