+556.2%
MS vs CAH
+411.5%
+144.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | +5.9% | -7.7% | -3.9% |
| 30D | +0.9% | +16.5% | -15.6% | -4.9% |
| 3M | -10.8% | +15.7% | -26.6% | -15.9% |
| 6M | +0.9% | +52.7% | -51.8% | -15.0% |
| YTD | +9.8% | +36.3% | -26.5% | -4.2% |
| 1Y | +17.1% | +36.7% | -19.7% | +1.9% |
| 3Y | +175.7% | +178.2% | -2.4% | +72.7% |
| 5Y | +125.9% | +515.8% | -389.9% | -3.8% |
| 10Y | +556.2% | +411.8% | +144.4% | +163.4% |
| All | +556.2% | +411.5% | +144.7% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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