+415.4%
MAR vs CMS
+117.1%
+298.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | -6.9% | -3.2% | -3.8% | -6.3% |
| 3M | -15.8% | -2.2% | -13.6% | -15.5% |
| 6M | +1.9% | -9.4% | +11.4% | +3.9% |
| YTD | +6.6% | +0.7% | +5.9% | +6.3% |
| 1Y | +23.7% | +0.4% | +23.3% | +23.3% |
| 3Y | +64.6% | +35.2% | +29.4% | +53.2% |
| 5Y | +156.4% | +24.1% | +132.2% | +141.1% |
| 10Y | +415.4% | +115.8% | +299.6% | +363.1% |
| All | +415.4% | +117.1% | +298.3% | +363.1% |
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