+174.7%
MS vs CTVA
+45.6%
+129.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -24.3% | +23.5% | +4.0% |
| 7D | +3.7% | -23.7% | +27.4% | +8.5% |
| 30D | +2.0% | -31.2% | +33.2% | +9.2% |
| 3M | -12.6% | -18.7% | +6.2% | -10.9% |
| 6M | -0.3% | -25.5% | +25.2% | +3.2% |
| YTD | +9.0% | -8.0% | +17.0% | +4.0% |
| 1Y | +13.9% | -7.0% | +20.9% | +8.2% |
| All | +174.7% | +45.6% | +129.1% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling