+126.5%
CMS vs MOD
+857.0%
-730.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | -0.3% |
| 7D | +1.7% | -34.2% | +35.8% | +2.4% |
| 30D | +8.6% | -51.9% | +60.5% | +10.2% |
| 3M | -0.5% | -53.0% | +52.6% | +1.0% |
| 6M | -4.2% | -66.4% | +62.2% | -2.2% |
| YTD | +3.4% | -31.5% | +35.0% | +3.3% |
| 1Y | +0.4% | -39.6% | +40.0% | +0.5% |
| 3Y | +38.2% | +116.8% | -78.6% | +29.9% |
| 5Y | +35.4% | +713.8% | -678.4% | +19.3% |
| All | +126.5% | +857.0% | -730.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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