+211.6%
MAS vs CHD
+191.9%
+19.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +21.6% | +11.6% | +10.0% | +16.8% |
| 3M | +14.1% | +10.7% | +3.4% | +9.9% |
| 6M | +22.6% | +20.2% | +2.4% | +14.4% |
| YTD | +35.4% | +34.5% | +0.9% | +21.2% |
| 1Y | +37.5% | +32.6% | +4.9% | +23.6% |
| 3Y | +58.3% | +29.1% | +29.2% | +41.5% |
| 5Y | +39.1% | +31.5% | +7.6% | +21.3% |
| All | +211.6% | +191.9% | +19.6% | +98.9% |
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