+394.0%
CAH vs MKSI
+84.1%
+309.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -5.1% | +2.7% | -7.8% | -5.2% |
| 30D | +0.2% | -12.8% | +13.0% | +0.7% |
| 3M | +6.3% | -22.5% | +28.8% | +6.9% |
| 6M | +9.4% | +19.4% | -10.0% | +7.3% |
| YTD | +15.0% | +67.7% | -52.8% | +10.7% |
| 1Y | +55.4% | +131.4% | -76.0% | +46.7% |
| 3Y | +173.8% | +197.3% | -23.5% | +147.2% |
| All | +394.0% | +84.1% | +309.9% | +361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling