+16.2%
MS vs CAH
+39.1%
-22.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.3% |
| 7D | +0.8% | +9.4% | -8.6% | +0.8% |
| 30D | -0.7% | +16.5% | -17.2% | -0.5% |
| 3M | -12.4% | +17.0% | -29.3% | -12.2% |
| 6M | -1.7% | +51.4% | -53.1% | -1.7% |
| YTD | +8.0% | +36.0% | -27.9% | +10.9% |
| 1Y | +16.2% | +36.0% | -19.8% | +18.5% |
| All | +16.2% | +39.1% | -22.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling