+810.2%
MS vs CHD
+123.3%
+687.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -2.7% | +4.0% | +1.8% |
| 30D | -0.3% | -4.6% | +4.4% | +0.5% |
| 3M | +0.3% | +5.0% | -4.7% | -0.7% |
| 6M | +31.3% | -3.2% | +34.6% | +31.7% |
| YTD | +24.7% | +18.6% | +6.0% | +20.5% |
| 1Y | +47.9% | +4.8% | +43.1% | +46.0% |
| 3Y | +178.3% | +6.1% | +172.2% | +171.0% |
| 5Y | +144.9% | +24.0% | +120.9% | +126.5% |
| All | +810.2% | +123.3% | +687.0% | +673.3% |
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