+342.8%
MSFT vs CTVA
+131.3%
+211.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | -1.3% | -20.8% | +19.5% | +3.1% |
| 30D | -1.8% | -29.6% | +27.8% | +5.3% |
| 3M | +5.6% | -16.9% | +22.5% | +8.0% |
| 6M | +29.8% | -24.3% | +54.1% | +35.0% |
| YTD | +9.0% | -5.6% | +14.6% | +5.7% |
| 1Y | +4.9% | -4.2% | +9.1% | +1.3% |
| 3Y | +46.2% | +43.3% | +2.9% | +21.4% |
| 5Y | +62.1% | +35.7% | +26.4% | +33.8% |
| All | +342.8% | +131.3% | +211.5% | +168.0% |
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