+39.9%
CMS vs MOD
+116.8%
-76.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | -0.5% |
| 7D | +1.7% | -34.2% | +35.8% | +1.1% |
| 30D | +8.6% | -51.9% | +60.5% | +7.7% |
| 3M | -0.5% | -53.0% | +52.6% | -1.3% |
| 6M | -4.2% | -66.4% | +62.2% | -5.1% |
| YTD | +3.4% | -31.5% | +35.0% | +2.8% |
| 1Y | +0.4% | -39.6% | +40.0% | -0.2% |
| All | +39.9% | +116.8% | -76.9% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling