+553.7%
MS vs CNH
+107.8%
+445.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +2.2% |
| 7D | +0.8% | +4.5% | -3.7% | -1.5% |
| 30D | -0.7% | +7.6% | -8.3% | -4.6% |
| 3M | -12.4% | +17.0% | -29.4% | -20.4% |
| 6M | -1.7% | +12.9% | -14.7% | -10.6% |
| YTD | +8.0% | +34.3% | -26.2% | -11.6% |
| 1Y | +16.2% | +28.5% | -12.3% | -3.1% |
| 3Y | +171.3% | +31.9% | +139.4% | +112.1% |
| 5Y | +124.8% | -9.6% | +134.4% | +105.5% |
| 10Y | +553.7% | +106.3% | +447.4% | +288.6% |
| All | +553.7% | +107.8% | +445.8% | +288.6% |
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