+140.2%
MAS vs CNH
+162.8%
-22.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.3% | +0.2% |
| 7D | -0.8% | +23.3% | -24.0% | -8.7% |
| 30D | -5.6% | +33.5% | -39.0% | -16.1% |
| 3M | +4.4% | +32.7% | -28.3% | -7.0% |
| 6M | +7.2% | +22.2% | -15.0% | -2.1% |
| YTD | +16.1% | +57.7% | -41.6% | -4.1% |
| 1Y | +0.1% | +28.0% | -27.9% | -10.7% |
| 3Y | +28.3% | +11.5% | +16.8% | +17.7% |
| 5Y | +30.5% | +11.9% | +18.6% | +16.1% |
| All | +140.2% | +162.8% | -22.6% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling