+174.4%
CAH vs MAS
+61.2%
+113.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.7% | +2.5% |
| 7D | +6.7% | +4.6% | +2.1% | +6.3% |
| 30D | +14.7% | +19.9% | -5.1% | +13.5% |
| 3M | +12.0% | +8.9% | +3.1% | +11.2% |
| 6M | +36.2% | +20.2% | +16.1% | +34.8% |
| YTD | +31.3% | +33.9% | -2.6% | +28.8% |
| 1Y | +37.1% | +34.7% | +2.4% | +34.4% |
| All | +174.4% | +61.2% | +113.1% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling