+133.9%
MS vs CAVA
+48.5%
+85.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.4% |
| 7D | +0.7% | +0.5% | +0.3% | +0.7% |
| 30D | -0.9% | +16.2% | -17.2% | -3.1% |
| 3M | -13.0% | -0.1% | -12.9% | -13.5% |
| 6M | -2.0% | -21.5% | +19.5% | +0.2% |
| YTD | +7.8% | +6.2% | +1.5% | +4.3% |
| 1Y | +17.9% | +28.2% | -10.3% | +10.6% |
| 3Y | +174.8% | +97.7% | +77.0% | +155.2% |
| All | +133.9% | +48.5% | +85.4% | +122.6% |
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