+465.2%
MAS vs CNH
+33.9%
+431.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +14.2% | +6.5% | +7.7% | +11.7% |
| 30D | +26.8% | -12.0% | +38.8% | +32.3% |
| 3M | +13.1% | +4.4% | +8.8% | +10.2% |
| 6M | +27.9% | +15.7% | +12.2% | +19.8% |
| YTD | +38.7% | +28.2% | +10.4% | +24.7% |
| 1Y | +40.4% | +14.8% | +25.6% | +30.9% |
| 3Y | +66.1% | +8.3% | +57.8% | +55.2% |
| 5Y | +47.4% | -15.2% | +62.6% | +45.9% |
| 10Y | +238.3% | +122.0% | +116.3% | +134.7% |
| All | +465.2% | +33.9% | +431.3% | +336.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling