+19.8%
MA vs CNH
+16.6%
+3.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +1.3% | +3.0% | -1.7% | +1.2% |
| 30D | +9.6% | -0.6% | +10.2% | +9.5% |
| 3M | +16.8% | +14.6% | +2.2% | +16.7% |
| 6M | +35.2% | +11.8% | +23.4% | +35.6% |
| YTD | +16.6% | +30.4% | -13.9% | +10.0% |
| 1Y | +19.8% | +19.1% | +0.7% | +17.0% |
| All | +19.8% | +16.6% | +3.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling