+515.5%
MAR vs CMS
+127.7%
+387.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +14.0% | +7.1% | +7.0% | +12.4% |
| 3M | +18.1% | -1.3% | +19.4% | +18.4% |
| 6M | +18.6% | -2.7% | +21.2% | +19.0% |
| YTD | +35.3% | +2.6% | +32.6% | +34.3% |
| 1Y | +44.5% | -2.0% | +46.5% | +44.7% |
| 3Y | +120.7% | +39.6% | +81.1% | +104.4% |
| 5Y | +164.1% | +35.3% | +128.7% | +144.1% |
| 10Y | +515.5% | +132.3% | +383.2% | +471.8% |
| All | +515.5% | +127.7% | +387.8% | +471.8% |
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 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