+176.8%
MS vs CAH
+180.6%
-3.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +5.1% | +3.5% | +1.6% | +4.6% |
| 30D | +5.7% | +13.5% | -7.8% | +4.0% |
| 3M | -12.2% | +21.8% | -34.0% | -14.3% |
| 6M | -0.5% | +51.5% | -52.0% | -6.1% |
| YTD | +9.8% | +38.1% | -28.3% | +4.9% |
| 1Y | +17.7% | +37.7% | -20.0% | +12.5% |
| 3Y | +176.8% | +179.6% | -2.8% | +130.5% |
| All | +176.8% | +180.6% | -3.7% | +130.5% |
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 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