+26.9%
ALL vs MOD
-33.9%
+60.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.9% | -10.3% | +0.6% |
| 7D | -3.9% | -13.9% | +10.1% | -4.8% |
| 30D | +10.6% | -41.5% | +52.2% | +6.1% |
| 3M | -4.6% | -45.7% | +41.2% | -8.8% |
| 6M | +20.2% | -61.1% | +81.3% | +12.8% |
| YTD | +23.7% | -20.5% | +44.2% | +17.5% |
| All | +26.9% | -33.9% | +60.8% | +20.5% |
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