+47.3%
CVS vs MTSI
+210.0%
-162.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.4% |
| 7D | -2.6% | -3.8% | +1.2% | -2.7% |
| 30D | +4.0% | -31.4% | +35.4% | +4.1% |
| 3M | -6.3% | -23.8% | +17.5% | -6.4% |
| 6M | -0.4% | -37.1% | +36.7% | -0.1% |
| YTD | +15.6% | +32.2% | -16.6% | +13.6% |
| 1Y | +18.3% | +26.9% | -8.6% | +16.3% |
| 3Y | +47.3% | +193.7% | -146.5% | +42.8% |
| All | +47.3% | +210.0% | -162.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling