+459.7%
CMS vs MOD
+3,565.2%
-3,105.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.6% |
| 7D | +0.4% | +9.6% | -9.2% | -0.5% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | -1.9% | -35.4% | +33.5% | +1.3% |
| 6M | -11.0% | -7.3% | -3.7% | -11.6% |
| YTD | +0.2% | +45.8% | -45.6% | -5.1% |
| 1Y | -1.3% | +43.1% | -44.5% | -6.9% |
| 3Y | +35.9% | +297.7% | -261.7% | +10.7% |
| 5Y | +23.1% | +1,478.8% | -1,455.7% | -15.8% |
| 10Y | +117.9% | +1,633.4% | -1,515.5% | +33.1% |
| All | +459.7% | +3,565.2% | -3,105.6% | +163.0% |
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