+477.8%
CMS vs MOD
+1,544.7%
-1,066.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.2% |
| 7D | +1.7% | -34.2% | +35.8% | +5.1% |
| 30D | +8.6% | -51.9% | +60.5% | +15.2% |
| 3M | -0.5% | -53.0% | +52.6% | +5.5% |
| 6M | -4.2% | -66.4% | +62.2% | +3.8% |
| YTD | +3.4% | -31.5% | +35.0% | +4.0% |
| 1Y | +0.4% | -39.6% | +40.0% | +1.8% |
| 3Y | +38.2% | +116.8% | -78.6% | +18.0% |
| 5Y | +35.4% | +713.8% | -678.4% | -2.4% |
| 10Y | +131.7% | +882.7% | -751.0% | +46.9% |
| All | +477.8% | +1,544.7% | -1,066.9% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling