-7.3%
ALB vs MOD
-35.8%
+28.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.9% |
| 7D | +5.3% | -17.8% | +23.1% | +7.1% |
| 30D | -6.3% | -43.2% | +37.0% | +0.5% |
| 3M | -27.4% | -46.0% | +18.6% | -21.9% |
| 6M | -53.1% | -62.2% | +9.2% | -47.0% |
| YTD | -32.3% | -22.8% | -9.5% | -23.4% |
| 1Y | -7.3% | -35.5% | +28.2% | +6.0% |
| All | -7.3% | -35.8% | +28.5% | +6.0% |
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