+166.4%
MS vs CAVA
+33.0%
+133.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | -1.5% | -8.0% | +6.5% | -0.4% |
| 30D | -1.5% | -19.6% | +18.1% | +1.4% |
| 3M | +1.4% | -36.7% | +38.0% | +7.4% |
| 6M | +34.7% | -30.6% | +65.3% | +40.1% |
| YTD | +22.7% | -4.8% | +27.5% | +20.9% |
| 1Y | +40.1% | -13.1% | +53.2% | +39.3% |
| 3Y | +181.4% | +48.8% | +132.6% | +169.4% |
| All | +166.4% | +33.0% | +133.3% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling