+316.2%
MSFT vs CTVA
+210.9%
+105.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.5% | -4.7% | +1.2% | -2.3% |
| 30D | -2.1% | +11.1% | -13.2% | -4.8% |
| 3M | +24.2% | +13.7% | +10.4% | +18.9% |
| 6M | +21.9% | +11.2% | +10.6% | +16.9% |
| YTD | +2.5% | +26.9% | -24.4% | -5.7% |
| 1Y | -0.8% | +18.8% | -19.6% | -7.2% |
| 3Y | +50.8% | +75.9% | -25.2% | +22.0% |
| 5Y | +73.5% | +105.2% | -31.7% | +29.8% |
| All | +316.2% | +210.9% | +105.3% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling