+23.6%
CTAS vs MOD
-33.2%
+56.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +1.1% |
| 7D | -0.8% | +8.2% | -9.0% | -0.3% |
| 30D | +10.7% | -38.2% | +48.9% | +8.7% |
| 3M | +11.0% | -46.2% | +57.2% | +8.5% |
| 6M | +38.7% | -62.5% | +101.3% | +35.3% |
| YTD | +21.8% | -20.1% | +41.9% | +16.0% |
| 1Y | +23.6% | -29.7% | +53.3% | +18.2% |
| All | +23.6% | -33.2% | +56.7% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling