+138.3%
MS vs CAVA
+42.4%
+95.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -1.7% | -3.5% | +1.8% | -1.2% |
| 30D | +0.9% | +13.8% | -12.9% | -1.0% |
| 3M | -10.8% | -1.7% | -9.2% | -11.1% |
| 6M | +0.9% | -25.2% | +26.1% | +3.9% |
| YTD | +9.8% | +1.9% | +7.9% | +6.9% |
| 1Y | +17.1% | +21.4% | -4.3% | +10.7% |
| 3Y | +175.7% | +92.5% | +83.2% | +157.1% |
| All | +138.3% | +42.4% | +95.9% | +128.1% |
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