+429.9%
MS vs CTVA
+191.8%
+238.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.5% |
| 30D | -3.8% | -17.6% | +13.9% | +4.9% |
| 3M | -14.6% | +3.4% | -18.0% | -17.4% |
| 6M | -5.1% | -2.6% | -2.5% | -6.7% |
| YTD | +4.5% | +19.1% | -14.6% | -8.1% |
| 1Y | +13.5% | +26.8% | -13.2% | -3.5% |
| 3Y | +160.4% | +63.9% | +96.5% | +86.4% |
| 5Y | +112.9% | +75.7% | +37.1% | +43.1% |
| All | +429.9% | +191.8% | +238.1% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling