+17,193.4%
CAH vs MSI
+4,598.2%
+12,595.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +3.9% | +2.6% | +1.3% | +3.4% |
| 30D | +16.0% | +18.1% | -2.1% | +12.8% |
| 3M | +19.1% | +13.2% | +5.9% | +16.5% |
| 6M | +53.0% | +36.3% | +16.8% | +45.0% |
| YTD | +36.6% | +39.5% | -2.9% | +28.5% |
| 1Y | +37.4% | +36.9% | +0.5% | +29.6% |
| 3Y | +178.8% | +76.1% | +102.7% | +150.7% |
| 5Y | +498.6% | +123.7% | +374.9% | +414.6% |
| 10Y | +413.1% | +664.3% | -251.2% | +263.3% |
| All | +17,193.4% | +4,598.2% | +12,595.2% | +7,222.2% |
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 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