+5,256.1%
MS vs CAH
+10,404.6%
-5,148.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -1.6% | +8.5% | -10.0% | -5.1% |
| 30D | -3.8% | +17.0% | -20.8% | -10.5% |
| 3M | -14.6% | +14.6% | -29.2% | -20.0% |
| 6M | -5.1% | +42.5% | -47.6% | -19.8% |
| YTD | +4.5% | +33.5% | -29.0% | -10.0% |
| 1Y | +13.5% | +38.5% | -25.0% | -4.0% |
| 3Y | +160.4% | +179.0% | -18.6% | +54.9% |
| 5Y | +112.9% | +507.2% | -394.3% | -13.7% |
| 10Y | +633.4% | +448.9% | +184.5% | +188.8% |
| All | +5,256.1% | +10,404.6% | -5,148.5% | +1,083.4% |
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