+23,259.7%
CTAS vs MOD
+3,565.2%
+19,694.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.0% |
| 7D | -1.8% | +9.6% | -11.4% | -3.4% |
| 30D | -0.2% | 0.0% | -0.2% | -0.5% |
| 3M | +11.7% | -35.4% | +47.1% | +18.5% |
| 6M | +0.7% | -7.3% | +8.0% | -1.1% |
| YTD | +7.4% | +45.8% | -38.4% | -3.6% |
| 1Y | -2.1% | +43.1% | -45.2% | -13.0% |
| 3Y | +62.9% | +297.7% | -234.7% | +10.9% |
| 5Y | +111.9% | +1,478.8% | -1,366.9% | +5.5% |
| 10Y | +652.2% | +1,633.4% | -981.2% | +218.9% |
| All | +23,259.7% | +3,565.2% | +19,694.5% | +6,287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling