+2,498.9%
MAR vs CMS
+263.4%
+2,235.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | -6.7% | -3.6% | -3.1% | -5.6% |
| 3M | -12.5% | -1.9% | -10.6% | -12.1% |
| 6M | +0.6% | -11.0% | +11.5% | +3.9% |
| YTD | +9.1% | +0.2% | +8.9% | +8.7% |
| 1Y | +26.2% | -1.3% | +27.5% | +26.2% |
| 3Y | +68.2% | +35.9% | +32.2% | +50.8% |
| 5Y | +163.9% | +23.1% | +140.8% | +140.9% |
| 10Y | +420.6% | +117.9% | +302.6% | +282.3% |
| All | +2,498.9% | +263.4% | +2,235.6% | +1,243.1% |
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 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