+15,232.8%
CAH vs MAS
+1,430.5%
+13,802.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +5.4% | -0.8% | +6.1% | +5.5% |
| 30D | +3.3% | -5.6% | +8.9% | +4.5% |
| 3M | +22.8% | +4.4% | +18.3% | +21.3% |
| 6M | +11.3% | +7.2% | +4.1% | +8.8% |
| YTD | +21.1% | +16.1% | +5.0% | +16.0% |
| 1Y | +67.2% | +0.1% | +67.1% | +64.8% |
| 3Y | +195.6% | +28.3% | +167.3% | +171.3% |
| 5Y | +413.8% | +30.5% | +383.4% | +361.7% |
| 10Y | +309.6% | +139.1% | +170.4% | +217.5% |
| All | +15,232.8% | +1,430.5% | +13,802.3% | +7,304.4% |
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