+480.3%
CMS vs MOD
+1,673.7%
-1,193.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.4% | +22.8% | +3.3% |
| 7D | +4.1% | -31.3% | +35.4% | +7.2% |
| 30D | +10.9% | -46.1% | +57.0% | +16.4% |
| 3M | -0.2% | -51.1% | +50.9% | +5.4% |
| 6M | -4.7% | -62.1% | +57.3% | +2.1% |
| YTD | +3.9% | -26.2% | +30.1% | +3.8% |
| 1Y | +0.4% | -32.6% | +32.9% | +0.7% |
| 3Y | +38.8% | +133.8% | -95.0% | +17.7% |
| 5Y | +37.1% | +792.8% | -755.6% | -2.0% |
| 10Y | +132.7% | +959.8% | -827.1% | +46.6% |
| All | +480.3% | +1,673.7% | -1,193.5% | +188.2% |
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