+72.1%
MA vs CAH
+180.2%
-108.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | -0.3% | +7.8% | -8.2% | -1.8% |
| 30D | +11.3% | +15.5% | -4.1% | +8.4% |
| 3M | +16.7% | +16.3% | +0.4% | +13.4% |
| 6M | +32.8% | +50.0% | -17.2% | +23.5% |
| YTD | +15.6% | +34.7% | -19.1% | +9.1% |
| 1Y | +19.6% | +35.9% | -16.4% | +12.6% |
| 3Y | +72.1% | +178.5% | -106.4% | +37.9% |
| All | +72.1% | +180.2% | -108.1% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling