+61.5%
ALB vs MOD
+45.0%
+16.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.8% | -5.2% |
| 7D | -8.1% | +9.6% | -17.7% | -9.7% |
| 30D | +6.3% | 0.0% | +6.2% | +6.0% |
| 3M | -23.6% | -35.4% | +11.8% | -17.6% |
| 6M | -24.6% | -7.3% | -17.3% | -24.3% |
| YTD | -10.3% | +45.8% | -56.1% | -13.8% |
| 1Y | +61.5% | +43.1% | +18.3% | +55.9% |
| All | +61.5% | +45.0% | +16.5% | +55.9% |
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