+180.2%
CAH vs MSI
+68.0%
+112.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.2% | -4.0% | +1.7% | -1.5% |
| 30D | +1.2% | -0.5% | +1.6% | +1.2% |
| 3M | +13.1% | +11.4% | +1.7% | +10.6% |
| 6M | +8.5% | +1.0% | +7.5% | +7.8% |
| YTD | +17.6% | +20.7% | -3.0% | +12.5% |
| 1Y | +60.7% | -2.7% | +63.3% | +62.0% |
| All | +180.2% | +68.0% | +112.1% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling