+72.1%
MA vs CMS
+35.4%
+36.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | +14.7% | +6.3% | +8.4% | +13.4% |
| 3M | +13.5% | -2.1% | +15.6% | +13.9% |
| 6M | +33.1% | -5.1% | +38.2% | +34.4% |
| YTD | +15.1% | +1.3% | +13.8% | +13.7% |
| 1Y | +18.7% | -1.4% | +20.1% | +18.2% |
| 3Y | +72.1% | +36.9% | +35.1% | +61.2% |
| All | +72.1% | +35.4% | +36.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling