+527.7%
MS vs CTVA
+216.1%
+311.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.4% |
| 7D | +2.5% | -2.1% | +4.5% | +3.5% |
| 30D | 0.0% | +12.0% | -12.1% | -5.7% |
| 3M | +2.4% | +13.5% | -11.0% | -5.1% |
| 6M | +36.4% | +12.1% | +24.3% | +26.3% |
| YTD | +23.8% | +29.0% | -5.2% | +6.3% |
| 1Y | +48.6% | +18.9% | +29.8% | +32.2% |
| 3Y | +179.1% | +78.9% | +100.3% | +94.3% |
| 5Y | +144.8% | +105.2% | +39.6% | +53.0% |
| All | +527.7% | +216.1% | +311.6% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling