+140.0%
MA vs CTVA
+223.3%
-83.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -2.7% | +4.9% | -7.6% | -4.5% |
| 30D | +1.5% | +11.9% | -10.4% | -2.7% |
| 3M | +20.4% | +13.7% | +6.8% | +14.0% |
| 6M | +11.1% | +13.1% | -2.0% | +4.9% |
| YTD | +2.0% | +32.0% | -30.0% | -9.7% |
| 1Y | -2.2% | +22.1% | -24.2% | -11.1% |
| 3Y | +41.9% | +77.5% | -35.6% | +7.6% |
| 5Y | +75.4% | +106.3% | -30.9% | +21.0% |
| All | +140.0% | +223.3% | -83.3% | +22.9% |
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