+189.3%
ALAB vs MOD
-2.8%
+192.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -7.3% | -12.3% | -15.2% |
| 7D | -38.2% | -34.2% | -4.1% | -20.9% |
| 30D | -54.0% | -51.9% | -2.1% | -28.4% |
| 3M | -43.6% | -53.0% | +9.4% | -11.4% |
| 6M | -16.8% | -66.4% | +49.6% | +58.9% |
| YTD | +7.9% | -31.5% | +39.4% | +33.6% |
| 1Y | -1.4% | -39.6% | +38.2% | +30.2% |
| All | +189.3% | -2.8% | +192.1% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling