+214.1%
CVS vs MTSI
+1,308.1%
-1,094.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -0.7% |
| 7D | +4.0% | +1.4% | +2.6% | +3.8% |
| 30D | -2.4% | +2.1% | -4.5% | -2.8% |
| 3M | +2.7% | -29.7% | +32.4% | +4.8% |
| 6M | +21.9% | +12.5% | +9.3% | +19.6% |
| YTD | +24.7% | +57.0% | -32.3% | +19.2% |
| 1Y | +35.4% | +103.9% | -68.5% | +26.6% |
| 3Y | +65.2% | +223.6% | -158.4% | +46.3% |
| 5Y | +30.5% | +321.6% | -291.0% | +11.6% |
| 10Y | +40.4% | +517.7% | -477.3% | +7.7% |
| All | +214.1% | +1,308.1% | -1,094.1% | +124.8% |
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 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