+17.1%
ALAB vs MOD
-37.3%
+54.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +2.7% |
| 7D | -26.3% | -25.5% | -0.7% | -12.4% |
| 30D | -50.1% | -49.0% | -1.1% | -24.7% |
| 3M | -42.5% | -49.8% | +7.3% | -12.7% |
| 6M | -10.8% | -64.8% | +53.9% | +63.5% |
| YTD | +14.6% | -27.6% | +42.3% | +60.3% |
| 1Y | +17.1% | -35.2% | +52.3% | +73.4% |
| All | +17.1% | -37.3% | +54.4% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling