+1,077.6%
CAH vs MKSI
+2,175.0%
-1,097.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -1.4% |
| 7D | -5.1% | +4.9% | -9.9% | -5.6% |
| 30D | -1.8% | -11.0% | +9.2% | -0.5% |
| 3M | +9.4% | -17.1% | +26.4% | +10.5% |
| 6M | +9.2% | +16.4% | -7.2% | +5.2% |
| YTD | +15.7% | +64.3% | -48.6% | +6.3% |
| 1Y | +59.7% | +137.7% | -78.0% | +39.0% |
| 3Y | +178.5% | +189.1% | -10.6% | +126.5% |
| 5Y | +398.3% | +83.1% | +315.1% | +320.0% |
| 10Y | +295.7% | +509.4% | -213.7% | +174.4% |
| All | +1,077.6% | +2,175.0% | -1,097.4% | +542.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling