+515.8%
CAH vs MSI
+127.9%
+387.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.2% |
| 7D | +5.9% | +7.7% | -1.8% | +3.7% |
| 30D | +16.5% | +19.9% | -3.4% | +10.8% |
| 3M | +15.7% | +14.9% | +0.8% | +11.3% |
| 6M | +52.7% | +37.2% | +15.5% | +39.3% |
| YTD | +36.3% | +40.8% | -4.5% | +22.2% |
| 1Y | +36.7% | +38.1% | -1.4% | +23.3% |
| 3Y | +178.2% | +77.7% | +100.5% | +123.5% |
| 5Y | +515.8% | +129.0% | +386.7% | +330.2% |
| All | +515.8% | +127.9% | +387.9% | +330.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling