+16,147.7%
CAH vs MAS
+1,727.7%
+14,420.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.1% | +2.4% |
| 7D | +7.0% | +14.2% | -7.1% | +4.1% |
| 30D | +12.4% | +26.8% | -14.5% | +6.9% |
| 3M | +12.2% | +13.1% | -1.0% | +9.2% |
| 6M | +33.2% | +27.9% | +5.3% | +25.9% |
| YTD | +28.4% | +38.7% | -10.3% | +18.4% |
| 1Y | +35.0% | +40.4% | -5.3% | +24.1% |
| 3Y | +172.2% | +66.1% | +106.1% | +136.9% |
| 5Y | +488.5% | +47.4% | +441.0% | +416.1% |
| 10Y | +427.9% | +238.3% | +189.6% | +281.9% |
| All | +16,147.7% | +1,727.7% | +14,420.0% | +7,457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling