+834.0%
CTAS vs MOD
+911.6%
-77.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.5% |
| 7D | +1.2% | -25.5% | +26.7% | +4.3% |
| 30D | +12.8% | -49.0% | +61.8% | +21.5% |
| 3M | +10.3% | -49.8% | +60.1% | +18.6% |
| 6M | +32.0% | -64.8% | +96.8% | +46.5% |
| YTD | +19.1% | -27.6% | +46.8% | +17.5% |
| 1Y | +21.5% | -35.2% | +56.7% | +21.0% |
| 3Y | +76.0% | +137.1% | -61.1% | +31.4% |
| 5Y | +110.9% | +760.3% | -649.4% | +18.1% |
| All | +834.0% | +911.6% | -77.7% | +347.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling