+593.1%
MA vs CMS
+140.2%
+452.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | +9.6% | +6.2% | +3.4% | +7.0% |
| 3M | +16.8% | +0.6% | +16.2% | +16.4% |
| 6M | +35.2% | -1.8% | +37.0% | +35.7% |
| YTD | +16.6% | +3.8% | +12.7% | +13.7% |
| 1Y | +19.8% | -1.8% | +21.5% | +19.6% |
| 3Y | +70.7% | +39.8% | +30.9% | +44.5% |
| 5Y | +87.4% | +37.1% | +50.3% | +56.8% |
| All | +593.1% | +140.2% | +452.9% | +415.2% |
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