+173.4%
MA vs CTVA
+198.5%
-25.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.8% | +2.4% | -0.6% | +1.0% |
| 30D | +11.8% | -8.1% | +19.9% | +15.1% |
| 3M | +17.2% | +6.3% | +10.9% | +13.3% |
| 6M | +33.4% | +0.4% | +33.0% | +30.9% |
| YTD | +16.1% | +21.8% | -5.7% | +5.0% |
| 1Y | +19.9% | +24.9% | -5.0% | +7.3% |
| 3Y | +70.1% | +92.3% | -22.2% | +23.1% |
| 5Y | +89.6% | +78.9% | +10.7% | +37.9% |
| All | +173.4% | +198.5% | -25.1% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling