+112.4%
MS vs CNH
-14.7%
+127.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | -3.8% | -7.2% | +3.4% | -1.6% |
| 3M | -14.6% | +6.5% | -21.1% | -17.7% |
| 6M | -5.1% | +7.9% | -12.9% | -9.8% |
| YTD | +4.5% | +26.6% | -22.1% | -8.4% |
| 1Y | +13.5% | +13.8% | -0.2% | +3.7% |
| 3Y | +160.4% | +9.2% | +151.2% | +132.8% |
| All | +112.4% | -14.7% | +127.1% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling