+818.6%
CTAS vs MOD
+822.6%
-4.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.5% | +16.1% | -15.6% | -1.4% |
| 30D | +10.2% | -38.5% | +48.8% | +16.0% |
| 3M | +12.1% | -46.8% | +58.9% | +19.6% |
| 6M | +38.3% | -61.6% | +99.9% | +51.9% |
| YTD | +21.9% | -20.5% | +42.4% | +18.8% |
| 1Y | +24.0% | -28.0% | +52.1% | +21.9% |
| 3Y | +75.1% | +134.9% | -59.8% | +31.5% |
| 5Y | +116.9% | +833.2% | -716.2% | +20.2% |
| All | +818.6% | +822.6% | -4.1% | +338.4% |
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