+117.6%
CTAS vs MOD
+796.3%
-678.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +1.1% |
| 7D | +0.7% | -17.8% | +18.5% | +1.7% |
| 30D | +11.3% | -43.2% | +54.5% | +15.4% |
| 3M | +11.4% | -46.0% | +57.5% | +15.6% |
| 6M | +35.6% | -62.2% | +97.9% | +43.8% |
| YTD | +20.7% | -22.8% | +43.5% | +17.5% |
| 1Y | +22.8% | -35.5% | +58.3% | +21.5% |
| 3Y | +73.4% | +128.2% | -54.8% | +34.8% |
| 5Y | +117.6% | +791.6% | -674.0% | +28.6% |
| All | +117.6% | +796.3% | -678.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling