+17.7%
MS vs CTVA
-4.9%
+22.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | +5.1% | -20.8% | +25.8% | +5.6% |
| 30D | +5.7% | -29.6% | +35.3% | +6.3% |
| 3M | -12.2% | -16.9% | +4.7% | -11.7% |
| 6M | -0.5% | -24.3% | +23.8% | -0.5% |
| YTD | +9.8% | -5.6% | +15.4% | +1.7% |
| 1Y | +17.7% | -4.2% | +21.9% | +8.3% |
| All | +17.7% | -4.9% | +22.6% | +8.3% |
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