-1.4%
CMS vs MOD
-37.3%
+35.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.0% |
| 7D | -1.3% | -25.5% | +24.2% | -1.9% |
| 30D | +6.3% | -49.0% | +55.3% | +5.2% |
| 3M | -2.1% | -49.8% | +47.8% | -3.1% |
| 6M | -5.1% | -64.8% | +59.7% | -6.3% |
| YTD | +1.3% | -27.6% | +28.9% | -0.8% |
| 1Y | -1.4% | -35.2% | +33.8% | -3.5% |
| All | -1.4% | -37.3% | +35.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling