+440.8%
CAH vs MAS
+213.7%
+227.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.9% |
| 7D | +8.5% | +2.0% | +6.5% | +7.9% |
| 30D | +17.0% | +19.4% | -2.3% | +12.0% |
| 3M | +14.3% | +9.4% | +4.9% | +11.6% |
| 6M | +42.2% | +15.3% | +26.9% | +36.3% |
| YTD | +33.2% | +31.3% | +1.9% | +22.1% |
| 1Y | +38.2% | +34.9% | +3.4% | +25.7% |
| 3Y | +178.4% | +58.6% | +119.8% | +132.5% |
| 5Y | +505.8% | +40.7% | +465.1% | +414.6% |
| All | +440.8% | +213.7% | +227.1% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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