+12.3%
CVS vs MTSI
+247.2%
-234.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.8% | +0.2% |
| 7D | +12.0% | +7.2% | +4.8% | +11.5% |
| 30D | +2.8% | -18.4% | +21.2% | +3.2% |
| 3M | -3.6% | -16.7% | +13.1% | -3.4% |
| 6M | -1.6% | -31.7% | +30.1% | -0.7% |
| YTD | +16.3% | +45.9% | -29.6% | +11.9% |
| 1Y | +15.5% | +47.0% | -31.5% | +11.1% |
| 3Y | +48.1% | +224.1% | -176.0% | +31.3% |
| 5Y | +12.3% | +238.5% | -226.2% | -6.2% |
| All | +12.3% | +247.2% | -234.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling