+3,116.5%
MAR vs CMS
+267.2%
+2,849.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | +4.3% | -1.3% | +5.6% | +4.7% |
| 30D | +16.8% | +6.3% | +10.5% | +14.6% |
| 3M | +16.0% | -2.1% | +18.1% | +16.6% |
| 6M | +16.5% | -5.1% | +21.5% | +18.0% |
| YTD | +35.0% | +1.3% | +33.8% | +34.0% |
| 1Y | +49.4% | -1.4% | +50.8% | +49.4% |
| 3Y | +124.1% | +36.9% | +87.1% | +100.7% |
| 5Y | +159.2% | +32.5% | +126.6% | +131.3% |
| 10Y | +553.9% | +126.8% | +427.2% | +373.9% |
| All | +3,116.5% | +267.2% | +2,849.3% | +1,555.3% |
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