+43.5%
MAS vs CNH
-17.9%
+61.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -1.9% |
| 7D | +4.6% | -0.4% | +4.9% | +4.7% |
| 30D | +19.9% | -15.2% | +35.1% | +27.6% |
| 3M | +8.9% | +4.3% | +4.6% | +5.5% |
| 6M | +20.2% | +10.1% | +10.1% | +13.4% |
| YTD | +33.9% | +23.2% | +10.7% | +20.0% |
| 1Y | +34.7% | +8.5% | +26.2% | +26.7% |
| 3Y | +60.4% | +4.1% | +56.3% | +50.0% |
| 5Y | +43.5% | -17.8% | +61.3% | +41.9% |
| All | +43.5% | -17.9% | +61.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling