+578.8%
MS vs CHD
+181.4%
+397.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.8% |
| 7D | +0.7% | +0.8% | 0.0% | +0.6% |
| 30D | -0.9% | +13.5% | -14.4% | -2.9% |
| 3M | -13.0% | +8.1% | -21.1% | -14.1% |
| 6M | -2.0% | +19.9% | -21.9% | -5.0% |
| YTD | +7.8% | +34.0% | -26.2% | +2.2% |
| 1Y | +17.9% | +29.8% | -12.0% | +12.3% |
| 3Y | +174.8% | +28.7% | +146.1% | +158.6% |
| 5Y | +119.9% | +31.8% | +88.1% | +102.3% |
| 10Y | +578.8% | +178.2% | +400.7% | +461.3% |
| All | +578.8% | +181.4% | +397.4% | +461.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling