+402.2%
CAH vs MSI
+97.7%
+304.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.2% | -4.0% | +1.7% | -1.2% |
| 30D | +1.2% | -0.5% | +1.6% | +1.3% |
| 3M | +13.1% | +11.4% | +1.7% | +9.5% |
| 6M | +8.5% | +1.0% | +7.5% | +7.6% |
| YTD | +17.6% | +20.7% | -3.0% | +10.2% |
| 1Y | +60.7% | -2.7% | +63.3% | +61.1% |
| 3Y | +183.2% | +68.2% | +115.0% | +129.0% |
| 5Y | +402.2% | +100.0% | +302.2% | +271.5% |
| All | +402.2% | +97.7% | +304.5% | +271.5% |
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