+553.1%
MA vs CMS
+127.3%
+425.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +14.7% | +7.2% | +7.5% | +11.6% |
| 3M | +13.5% | -1.3% | +14.8% | +14.0% |
| 6M | +33.1% | -4.3% | +37.4% | +35.1% |
| YTD | +15.1% | +2.1% | +13.0% | +13.1% |
| 1Y | +18.7% | -0.6% | +19.3% | +17.9% |
| 3Y | +72.1% | +38.0% | +34.0% | +46.5% |
| 5Y | +92.8% | +33.6% | +59.2% | +63.2% |
| All | +553.1% | +127.3% | +425.8% | +395.6% |
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