+21.9%
CVS vs MTSI
+10.3%
+11.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -0.5% |
| 7D | +4.0% | +1.4% | +2.6% | +3.9% |
| 30D | -2.4% | +2.1% | -4.5% | -2.6% |
| 3M | +2.7% | -29.7% | +32.4% | +4.2% |
| 6M | +21.9% | +12.5% | +9.3% | +14.9% |
| All | +21.9% | +10.3% | +11.6% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling