+15,232.8%
CAH vs MSI
+4,035.2%
+11,197.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +5.4% | -3.7% | +9.1% | +6.0% |
| 30D | +3.3% | +6.8% | -3.5% | +2.1% |
| 3M | +22.8% | +14.3% | +8.5% | +19.9% |
| 6M | +11.3% | -1.6% | +12.8% | +11.2% |
| YTD | +21.1% | +22.8% | -1.7% | +16.4% |
| 1Y | +67.2% | -1.1% | +68.3% | +66.5% |
| 3Y | +195.6% | +70.5% | +125.2% | +167.3% |
| 5Y | +413.8% | +102.8% | +311.0% | +349.2% |
| 10Y | +309.6% | +597.4% | -287.8% | +194.8% |
| All | +15,232.8% | +4,035.2% | +11,197.6% | +6,535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling