+170.5%
MS vs CAVA
+44.7%
+125.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +1.4% | -9.2% | +10.6% | +2.7% |
| 30D | -0.3% | -8.2% | +7.9% | +0.7% |
| 3M | +0.3% | -15.3% | +15.6% | +1.8% |
| 6M | +31.3% | -23.6% | +54.9% | +34.8% |
| YTD | +24.7% | +3.5% | +21.1% | +21.4% |
| 1Y | +47.9% | -7.9% | +55.8% | +46.0% |
| 3Y | +178.3% | +38.7% | +139.7% | +166.4% |
| All | +170.5% | +44.7% | +125.8% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling