+93.7%
MA vs CMS
+36.2%
+57.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +3.2% | +1.7% | +1.5% | +2.7% |
| 30D | +15.9% | +8.6% | +7.3% | +13.5% |
| 3M | +15.2% | -0.5% | +15.6% | +15.2% |
| 6M | +32.4% | -4.2% | +36.5% | +33.7% |
| YTD | +15.6% | +3.4% | +12.2% | +13.7% |
| 1Y | +19.3% | +0.4% | +18.9% | +18.3% |
| 3Y | +73.0% | +38.2% | +34.8% | +54.6% |
| 5Y | +93.7% | +35.4% | +58.3% | +74.0% |
| All | +93.7% | +36.2% | +57.6% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling