+42.2%
MA vs CTVA
+80.9%
-38.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -2.7% | +4.9% | -7.6% | -3.5% |
| 30D | +1.5% | +11.9% | -10.4% | -0.5% |
| 3M | +20.4% | +13.7% | +6.8% | +17.4% |
| 6M | +11.1% | +13.1% | -2.0% | +8.1% |
| YTD | +2.0% | +32.0% | -30.0% | -4.1% |
| 1Y | -2.2% | +22.1% | -24.2% | -6.6% |
| All | +42.2% | +80.9% | -38.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling