+145.1%
MS vs CTVA
+107.7%
+37.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +1.4% | +4.9% | -3.6% | -0.5% |
| 30D | -0.3% | +11.9% | -12.2% | -4.5% |
| 3M | +0.3% | +13.7% | -13.4% | -5.6% |
| 6M | +31.3% | +13.1% | +18.2% | +23.2% |
| YTD | +24.7% | +32.0% | -7.3% | +9.2% |
| 1Y | +47.9% | +22.1% | +25.8% | +33.4% |
| 3Y | +178.3% | +77.5% | +100.9% | +110.7% |
| All | +145.1% | +107.7% | +37.4% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling