+145.0%
ALL vs MOD
+748.9%
-603.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.7% | -10.2% | -4.6% |
| 7D | -1.9% | -25.5% | +23.6% | -1.2% |
| 30D | +13.8% | -49.0% | +62.8% | +16.1% |
| 3M | -7.0% | -49.8% | +42.8% | -5.2% |
| 6M | +18.0% | -64.8% | +82.8% | +21.6% |
| YTD | +24.2% | -27.6% | +51.8% | +21.1% |
| 1Y | +31.2% | -35.2% | +66.4% | +28.5% |
| 3Y | +107.5% | +137.1% | -29.6% | +68.0% |
| All | +145.0% | +748.9% | -603.9% | +56.5% |
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 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