+215.9%
MAS vs CHD
+182.8%
+33.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +2.0% | +2.0% | 0.0% | +1.3% |
| 30D | +19.4% | +13.0% | +6.4% | +14.2% |
| 3M | +9.4% | +6.1% | +3.3% | +7.1% |
| 6M | +15.3% | +15.9% | -0.5% | +9.1% |
| YTD | +31.3% | +31.6% | -0.3% | +18.6% |
| 1Y | +34.9% | +28.5% | +6.4% | +22.8% |
| 3Y | +58.6% | +30.5% | +28.1% | +41.4% |
| 5Y | +40.7% | +30.7% | +10.0% | +23.2% |
| All | +215.9% | +182.8% | +33.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling