+79.2%
CTAS vs MOD
+116.8%
-37.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.1% | -1.0% |
| 7D | +3.8% | -34.2% | +38.0% | +4.8% |
| 30D | +15.5% | -51.9% | +67.4% | +17.8% |
| 3M | +12.7% | -53.0% | +65.7% | +14.9% |
| 6M | +34.5% | -66.4% | +100.8% | +38.5% |
| YTD | +21.3% | -31.5% | +52.9% | +18.2% |
| 1Y | +23.1% | -39.6% | +62.6% | +20.7% |
| All | +79.2% | +116.8% | -37.6% | +45.6% |
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