+48.6%
MS vs CTVA
+20.1%
+28.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.6% |
| 7D | +2.5% | -2.1% | +4.5% | +2.5% |
| 30D | 0.0% | +12.0% | -12.1% | -0.4% |
| 3M | +2.4% | +13.5% | -11.0% | +0.8% |
| 6M | +36.4% | +12.1% | +24.3% | +33.6% |
| YTD | +23.8% | +29.0% | -5.2% | +18.5% |
| 1Y | +48.6% | +18.9% | +29.8% | +42.7% |
| All | +48.6% | +20.1% | +28.5% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling