+174.2%
CVS vs MTSI
+1,004.6%
-830.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.7% | +2.4% |
| 7D | -7.1% | -10.0% | +2.9% | -6.6% |
| 30D | -4.0% | -37.2% | +33.2% | -1.4% |
| 3M | -12.2% | -30.1% | +17.8% | -10.8% |
| 6M | -2.2% | -31.9% | +29.7% | -1.0% |
| YTD | +8.9% | +23.2% | -14.3% | +5.0% |
| 1Y | +9.9% | +26.4% | -16.5% | +5.7% |
| 3Y | +32.1% | +186.2% | -154.1% | +17.0% |
| 5Y | +5.7% | +187.0% | -181.4% | -7.7% |
| 10Y | +39.0% | +460.4% | -421.4% | +6.5% |
| All | +174.2% | +1,004.6% | -830.5% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling