+537.0%
MS vs CAH
+412.5%
+124.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.7% | +3.9% | -0.2% | +2.2% |
| 30D | +2.0% | +16.0% | -14.1% | -3.8% |
| 3M | -12.6% | +19.1% | -31.6% | -18.4% |
| 6M | -0.3% | +53.0% | -53.3% | -16.1% |
| YTD | +9.0% | +36.6% | -27.7% | -5.0% |
| 1Y | +13.9% | +37.4% | -23.6% | -1.1% |
| 3Y | +173.6% | +178.8% | -5.2% | +71.3% |
| 5Y | +122.0% | +498.6% | -376.6% | -4.1% |
| All | +537.0% | +412.5% | +124.5% | +156.7% |
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