+168.7%
MS vs CAVA
+43.2%
+125.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | 0.0% | -3.7% | +3.6% | +0.2% |
| 3M | +2.4% | -18.3% | +20.8% | +4.5% |
| 6M | +36.4% | -23.5% | +59.9% | +39.9% |
| YTD | +23.8% | +2.5% | +21.3% | +20.8% |
| 1Y | +48.6% | -8.0% | +56.6% | +46.7% |
| 3Y | +179.1% | +53.5% | +125.6% | +165.4% |
| All | +168.7% | +43.2% | +125.5% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling