+145.1%
MS vs CAH
+414.2%
-269.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +1.4% | +5.4% | -4.0% | 0.0% |
| 30D | -0.3% | +3.3% | -3.6% | -1.1% |
| 3M | +0.3% | +22.8% | -22.5% | -5.1% |
| 6M | +31.3% | +11.3% | +20.1% | +27.4% |
| YTD | +24.7% | +21.1% | +3.5% | +17.6% |
| 1Y | +47.9% | +67.2% | -19.3% | +25.0% |
| 3Y | +178.3% | +195.6% | -17.3% | +87.0% |
| All | +145.1% | +414.2% | -269.2% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling