-2.2%
MA vs CTVA
+17.0%
-19.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -3.5% | -5.8% | +2.3% | -3.2% |
| 30D | +0.8% | +11.1% | -10.3% | +0.2% |
| 3M | +14.8% | +13.2% | +1.6% | +14.3% |
| 6M | +10.0% | +8.7% | +1.3% | +9.3% |
| YTD | -0.1% | +27.3% | -27.4% | -2.4% |
| 1Y | -2.2% | +18.0% | -20.2% | -5.3% |
| All | -2.2% | +17.0% | -19.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling