+44.7%
MS vs CAVA
-14.2%
+58.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.1% |
| 7D | +1.7% | -8.5% | +10.2% | +2.5% |
| 30D | 0.0% | -8.2% | +8.2% | +0.6% |
| 3M | +3.0% | -25.9% | +28.9% | +5.1% |
| 6M | +35.7% | -30.9% | +66.6% | +39.1% |
| YTD | +23.3% | -3.7% | +27.0% | +23.0% |
| 1Y | +44.7% | -13.4% | +58.1% | +43.5% |
| All | +44.7% | -14.2% | +58.9% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling