+72.1%
MA vs CNH
+32.9%
+39.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | -0.7% |
| 7D | -0.3% | +8.6% | -8.9% | -1.3% |
| 30D | +11.3% | +12.6% | -1.2% | +9.8% |
| 3M | +16.7% | +17.5% | -0.8% | +14.1% |
| 6M | +32.8% | +18.1% | +14.7% | +29.4% |
| YTD | +15.6% | +40.4% | -24.8% | +8.4% |
| 1Y | +19.6% | +34.0% | -14.4% | +13.1% |
| 3Y | +72.1% | +35.3% | +36.8% | +66.0% |
| All | +72.1% | +32.9% | +39.2% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling