+48.6%
MS vs CAH
+62.3%
-13.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | 0.0% | +1.7% | -1.8% | 0.0% |
| 3M | +2.4% | +17.9% | -15.4% | +2.4% |
| 6M | +36.4% | +10.9% | +25.5% | +36.5% |
| YTD | +23.8% | +17.9% | +6.0% | +24.4% |
| 1Y | +48.6% | +61.7% | -13.1% | +49.1% |
| All | +48.6% | +62.3% | -13.7% | +49.1% |
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