+6,288.2%
MS vs CHD
+6,091.1%
+197.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -2.7% | +4.0% | +2.4% |
| 30D | -0.3% | -4.6% | +4.4% | +1.5% |
| 3M | +0.3% | +5.0% | -4.7% | -2.0% |
| 6M | +31.3% | -3.2% | +34.6% | +32.1% |
| YTD | +24.7% | +18.6% | +6.0% | +15.6% |
| 1Y | +47.9% | +4.8% | +43.1% | +43.1% |
| 3Y | +178.3% | +6.1% | +172.2% | +162.2% |
| 5Y | +144.9% | +24.0% | +120.9% | +112.6% |
| 10Y | +804.5% | +124.5% | +680.1% | +478.3% |
| All | +6,288.2% | +6,091.1% | +197.1% | +1,565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling