+537.0%
MS vs CNH
+107.0%
+429.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +1.1% |
| 7D | +3.7% | +6.4% | -2.7% | +0.4% |
| 30D | +2.0% | -1.6% | +3.6% | +2.2% |
| 3M | -12.6% | +11.6% | -24.1% | -18.8% |
| 6M | -0.3% | +12.5% | -12.8% | -9.2% |
| YTD | +9.0% | +31.1% | -22.1% | -9.9% |
| 1Y | +13.9% | +17.0% | -3.1% | -0.5% |
| 3Y | +173.6% | +28.7% | +144.9% | +116.1% |
| 5Y | +122.0% | -17.4% | +139.4% | +113.2% |
| All | +537.0% | +107.0% | +429.9% | +276.5% |
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