+15,762.5%
MA vs CAH
+811.8%
+14,950.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +1.8% | +9.4% | -7.6% | -1.8% |
| 30D | +11.8% | +16.5% | -4.7% | +5.2% |
| 3M | +17.2% | +17.0% | +0.2% | +9.8% |
| 6M | +33.4% | +51.4% | -18.0% | +12.4% |
| YTD | +16.1% | +36.0% | -19.8% | +1.3% |
| 1Y | +19.9% | +36.0% | -16.1% | +4.5% |
| 3Y | +70.1% | +177.5% | -107.4% | +7.2% |
| 5Y | +89.6% | +509.2% | -419.5% | -16.6% |
| 10Y | +568.4% | +408.1% | +160.3% | +187.4% |
| All | +15,762.5% | +811.8% | +14,950.7% | +4,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling