+6,288.2%
MS vs CAH
+9,433.7%
-3,145.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +1.4% | +5.4% | -4.0% | -1.0% |
| 30D | -0.3% | +3.3% | -3.6% | -1.8% |
| 3M | +0.3% | +22.8% | -22.5% | -9.0% |
| 6M | +31.3% | +11.3% | +20.1% | +23.9% |
| YTD | +24.7% | +21.1% | +3.5% | +12.4% |
| 1Y | +47.9% | +67.2% | -19.3% | +13.8% |
| 3Y | +178.3% | +195.6% | -17.3% | +61.0% |
| 5Y | +144.9% | +413.8% | -268.9% | +7.4% |
| 10Y | +804.5% | +309.6% | +495.0% | +307.3% |
| All | +6,288.2% | +9,433.7% | -3,145.5% | +1,379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling