+411.5%
CAH vs MAS
+215.0%
+196.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.5% | +3.0% | +0.5% | +2.7% |
| 30D | +13.5% | +22.4% | -8.9% | +7.9% |
| 3M | +21.8% | +14.5% | +7.4% | +17.7% |
| 6M | +51.5% | +27.1% | +24.4% | +41.9% |
| YTD | +38.1% | +35.8% | +2.3% | +25.7% |
| 1Y | +37.7% | +39.4% | -1.7% | +24.3% |
| 3Y | +179.6% | +60.3% | +119.3% | +133.7% |
| 5Y | +504.9% | +39.4% | +465.5% | +419.1% |
| All | +411.5% | +215.0% | +196.5% | +210.5% |
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