+96.0%
MA vs CAH
+501.6%
-405.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | -0.3% | +7.8% | -8.2% | -2.4% |
| 30D | +11.3% | +15.5% | -4.1% | +7.1% |
| 3M | +16.7% | +16.3% | +0.4% | +11.9% |
| 6M | +32.8% | +50.0% | -17.2% | +18.9% |
| YTD | +15.6% | +34.7% | -19.1% | +5.9% |
| 1Y | +19.6% | +35.9% | -16.4% | +9.2% |
| 3Y | +72.1% | +178.5% | -106.4% | +21.7% |
| 5Y | +96.0% | +515.7% | -419.6% | -16.2% |
| All | +96.0% | +501.6% | -405.6% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling