+96.0%
MA vs CMS
+36.1%
+59.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +11.3% | +7.1% | +4.3% | +9.3% |
| 3M | +16.7% | -1.3% | +18.0% | +17.0% |
| 6M | +32.8% | -2.7% | +35.4% | +33.5% |
| YTD | +15.6% | +2.6% | +13.0% | +13.9% |
| 1Y | +19.6% | -2.0% | +21.6% | +19.5% |
| 3Y | +72.1% | +39.6% | +32.5% | +53.1% |
| 5Y | +96.0% | +35.3% | +60.7% | +74.8% |
| All | +96.0% | +36.1% | +59.9% | +74.8% |
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