+67.5%
MAS vs CNH
+8.4%
+59.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +14.2% | +6.5% | +7.7% | +11.4% |
| 30D | +26.8% | -12.0% | +38.8% | +33.0% |
| 3M | +13.1% | +4.4% | +8.8% | +9.5% |
| 6M | +27.9% | +15.7% | +12.2% | +18.2% |
| YTD | +38.7% | +28.2% | +10.4% | +21.8% |
| 1Y | +40.4% | +14.8% | +25.6% | +28.8% |
| All | +67.5% | +8.4% | +59.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling