+65.7%
CTAS vs MOD
+300.6%
-234.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.5% |
| 7D | -1.8% | +9.6% | -11.4% | -2.2% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | +11.7% | -35.4% | +47.1% | +13.9% |
| 6M | +0.7% | -7.3% | +8.0% | -0.3% |
| YTD | +7.4% | +45.8% | -38.4% | +2.4% |
| 1Y | -2.1% | +43.1% | -45.2% | -7.1% |
| All | +65.7% | +300.6% | -234.9% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling