+296.4%
CAH vs MSI
+595.8%
-299.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.2% | -4.0% | +1.7% | -0.8% |
| 30D | +1.2% | -0.5% | +1.6% | +1.3% |
| 3M | +13.1% | +11.4% | +1.7% | +8.3% |
| 6M | +8.5% | +1.0% | +7.5% | +7.2% |
| YTD | +17.6% | +20.7% | -3.0% | +8.2% |
| 1Y | +60.7% | -2.7% | +63.3% | +60.2% |
| 3Y | +183.2% | +68.2% | +115.0% | +122.1% |
| 5Y | +402.2% | +100.0% | +302.2% | +260.1% |
| All | +296.4% | +595.8% | -299.4% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling