+920.4%
MSFT vs CNH
+134.0%
+786.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.9% | -8.2% | +0.3% |
| 7D | +7.5% | +8.6% | -1.0% | +5.4% |
| 30D | +1.9% | +12.6% | -10.7% | -1.0% |
| 3M | +9.2% | +17.5% | -8.3% | +4.2% |
| 6M | +31.9% | +18.1% | +13.8% | +24.4% |
| YTD | +13.4% | +40.4% | -26.9% | +0.6% |
| 1Y | +10.6% | +34.0% | -23.4% | -0.8% |
| 3Y | +54.7% | +35.3% | +19.4% | +33.3% |
| 5Y | +69.1% | -5.1% | +74.2% | +57.8% |
| 10Y | +920.4% | +124.0% | +796.4% | +651.1% |
| All | +920.4% | +134.0% | +786.4% | +651.1% |
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