+568.4%
MA vs CAH
+422.4%
+146.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.8% | +9.4% | -7.6% | -1.0% |
| 30D | +11.8% | +16.5% | -4.7% | +6.8% |
| 3M | +17.2% | +17.0% | +0.2% | +11.6% |
| 6M | +33.4% | +51.4% | -18.0% | +17.3% |
| YTD | +16.1% | +36.0% | -19.8% | +4.9% |
| 1Y | +19.9% | +36.0% | -16.1% | +8.2% |
| 3Y | +70.1% | +177.5% | -107.4% | +19.7% |
| 5Y | +89.6% | +509.2% | -419.5% | +1.0% |
| 10Y | +568.4% | +408.1% | +160.3% | +246.1% |
| All | +568.4% | +422.4% | +146.0% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling