+553.1%
MA vs CMS
+125.4%
+427.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | +2.3% | -1.3% | +3.6% | +2.9% |
| 30D | +14.7% | +6.3% | +8.4% | +11.9% |
| 3M | +13.5% | -2.1% | +15.6% | +14.3% |
| 6M | +33.1% | -5.1% | +38.2% | +35.5% |
| YTD | +15.1% | +1.3% | +13.8% | +13.4% |
| 1Y | +18.7% | -1.4% | +20.1% | +18.3% |
| 3Y | +72.1% | +36.9% | +35.1% | +46.9% |
| 5Y | +92.8% | +32.5% | +60.3% | +63.7% |
| All | +553.1% | +125.4% | +427.6% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling