+181.3%
MS vs CNH
+9.6%
+171.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -0.9% |
| 7D | +1.4% | +23.3% | -21.9% | -4.6% |
| 30D | -0.3% | +33.5% | -33.7% | -8.5% |
| 3M | +0.3% | +32.7% | -32.4% | -8.3% |
| 6M | +31.3% | +22.2% | +9.2% | +22.6% |
| YTD | +24.7% | +57.7% | -33.0% | +5.3% |
| 1Y | +47.9% | +28.0% | +19.9% | +34.7% |
| All | +181.3% | +9.6% | +171.8% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling