+122.9%
MS vs CTVA
+34.7%
+88.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | +5.1% | -20.8% | +25.8% | +11.2% |
| 30D | +5.7% | -29.6% | +35.3% | +16.3% |
| 3M | -12.2% | -16.9% | +4.7% | -9.9% |
| 6M | -0.5% | -24.3% | +23.8% | +4.7% |
| YTD | +9.8% | -5.6% | +15.4% | +4.3% |
| 1Y | +17.7% | -4.2% | +21.9% | +11.0% |
| 3Y | +176.8% | +43.3% | +133.6% | +112.6% |
| All | +122.9% | +34.7% | +88.2% | +68.8% |
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