+207.4%
ALAB vs MOD
+2.7%
+204.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +2.8% |
| 7D | -26.3% | -25.5% | -0.7% | -12.6% |
| 30D | -50.1% | -49.0% | -1.1% | -25.1% |
| 3M | -42.5% | -49.8% | +7.3% | -13.0% |
| 6M | -10.8% | -64.8% | +53.9% | +65.6% |
| YTD | +14.6% | -27.6% | +42.3% | +37.3% |
| 1Y | +17.1% | -35.2% | +52.3% | +48.1% |
| All | +207.4% | +2.7% | +204.7% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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