+408.1%
CAH vs MAS
+219.2%
+188.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +9.4% | +3.6% | +5.8% | +8.4% |
| 30D | +16.5% | +23.8% | -7.3% | +10.5% |
| 3M | +17.0% | +14.4% | +2.5% | +13.0% |
| 6M | +51.4% | +19.7% | +31.6% | +43.8% |
| YTD | +36.0% | +36.0% | 0.0% | +23.7% |
| 1Y | +36.0% | +40.4% | -4.3% | +22.5% |
| 3Y | +177.5% | +58.9% | +118.6% | +132.6% |
| 5Y | +509.2% | +44.5% | +464.6% | +415.4% |
| 10Y | +408.1% | +214.8% | +193.4% | +207.2% |
| All | +408.1% | +219.2% | +188.9% | +207.2% |
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