+607.1%
MS vs CNH
+116.5%
+490.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.8% |
| 7D | -1.6% | -1.7% | +0.1% | -0.7% |
| 30D | -3.8% | -7.2% | +3.4% | -0.9% |
| 3M | -14.6% | +6.5% | -21.1% | -18.8% |
| 6M | -5.1% | +7.9% | -12.9% | -11.6% |
| YTD | +4.5% | +26.6% | -22.1% | -12.0% |
| 1Y | +13.5% | +13.8% | -0.2% | +0.5% |
| 3Y | +160.4% | +9.2% | +151.2% | +123.8% |
| 5Y | +112.9% | -15.6% | +128.4% | +101.4% |
| All | +607.1% | +116.5% | +490.6% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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