+73.1%
MA vs CNH
+11.5%
+61.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -2.0% |
| 7D | -2.7% | +23.3% | -26.0% | -7.3% |
| 30D | +1.5% | +33.5% | -31.9% | -5.1% |
| 3M | +20.4% | +32.7% | -12.3% | +12.1% |
| 6M | +11.1% | +22.2% | -11.0% | +5.0% |
| YTD | +2.0% | +57.7% | -55.7% | -10.7% |
| 1Y | -2.2% | +28.0% | -30.1% | -9.3% |
| 3Y | +41.9% | +11.5% | +30.4% | +34.2% |
| All | +73.1% | +11.5% | +61.6% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling