+289.9%
CAH vs MSI
+601.8%
-312.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.0% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | -1.8% | -0.6% | -1.1% | -1.6% |
| 3M | +9.4% | +13.0% | -3.7% | +4.2% |
| 6M | +9.2% | +0.5% | +8.7% | +8.2% |
| YTD | +15.7% | +21.7% | -6.0% | +6.1% |
| 1Y | +59.7% | -2.6% | +62.4% | +59.3% |
| 3Y | +178.5% | +69.7% | +108.8% | +117.7% |
| 5Y | +398.3% | +102.8% | +295.5% | +255.3% |
| All | +289.9% | +601.8% | -312.0% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling