+442.0%
CAH vs MAS
+214.9%
+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% | -1.5% | +3.0% | +1.8% |
| 7D | +8.5% | +2.4% | +6.1% | +7.8% |
| 30D | +17.0% | +19.8% | -2.8% | +11.9% |
| 3M | +14.6% | +9.8% | +4.8% | +11.7% |
| 6M | +42.5% | +15.8% | +26.8% | +36.5% |
| YTD | +33.5% | +31.8% | +1.7% | +22.3% |
| 1Y | +38.5% | +35.4% | +3.2% | +25.9% |
| 3Y | +179.0% | +59.2% | +119.8% | +132.9% |
| 5Y | +507.2% | +41.2% | +466.0% | +415.3% |
| All | +442.0% | +214.9% | +227.1% | +217.7% |
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