+210.3%
MAS vs CHD
+176.4%
+33.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | +2.4% | +2.0% | +0.4% | +1.7% |
| 30D | +19.8% | +13.0% | +6.8% | +14.6% |
| 3M | +9.8% | +6.1% | +3.7% | +7.5% |
| 6M | +15.8% | +15.9% | -0.1% | +9.5% |
| YTD | +31.8% | +31.6% | +0.2% | +19.0% |
| 1Y | +35.4% | +28.5% | +6.9% | +23.3% |
| 3Y | +59.2% | +30.5% | +28.7% | +41.9% |
| 5Y | +41.2% | +30.7% | +10.5% | +23.6% |
| All | +210.3% | +176.4% | +33.9% | +110.4% |
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