+13,824.2%
MA vs CMS
+910.9%
+12,913.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +1.5% | -3.6% | +5.1% | +3.4% |
| 3M | +20.4% | -1.9% | +22.3% | +21.3% |
| 6M | +11.1% | -11.0% | +22.1% | +17.3% |
| YTD | +2.0% | +0.2% | +1.8% | +0.7% |
| 1Y | -2.2% | -1.3% | -0.8% | -2.8% |
| 3Y | +41.9% | +35.9% | +6.0% | +16.3% |
| 5Y | +75.4% | +23.1% | +52.3% | +48.5% |
| 10Y | +527.5% | +117.9% | +409.6% | +262.5% |
| All | +13,824.2% | +910.9% | +12,913.3% | +3,007.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling