+956.5%
MA vs CNH
+28.6%
+927.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.3% |
| 7D | +3.2% | -0.4% | +3.5% | +3.3% |
| 30D | +15.9% | -15.2% | +31.2% | +21.5% |
| 3M | +15.2% | +4.3% | +10.9% | +12.4% |
| 6M | +32.4% | +10.1% | +22.3% | +25.4% |
| YTD | +15.6% | +23.2% | -7.6% | +4.2% |
| 1Y | +19.3% | +8.5% | +10.8% | +11.9% |
| 3Y | +73.0% | +4.1% | +68.9% | +58.0% |
| 5Y | +93.7% | -17.8% | +111.6% | +87.3% |
| 10Y | +575.0% | +113.3% | +461.6% | +347.4% |
| All | +956.5% | +28.6% | +927.9% | +637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling