+181.3%
MS vs CAH
+196.0%
-14.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | +1.4% | +5.4% | -4.0% | +0.7% |
| 30D | -0.3% | +3.3% | -3.6% | -0.7% |
| 3M | +0.3% | +22.8% | -22.5% | -2.7% |
| 6M | +31.3% | +11.3% | +20.1% | +29.4% |
| YTD | +24.7% | +21.1% | +3.5% | +20.9% |
| 1Y | +47.9% | +67.2% | -19.3% | +33.5% |
| All | +181.3% | +196.0% | -14.7% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling