+3,855.5%
ALL vs MOD
+602.0%
+3,253.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.4% | +24.3% | +6.3% |
| 7D | +7.5% | -31.3% | +38.9% | +13.4% |
| 30D | +19.7% | -46.1% | +65.9% | +30.7% |
| 3M | +2.9% | -51.1% | +54.0% | +13.4% |
| 6M | +23.5% | -62.1% | +85.6% | +39.1% |
| YTD | +31.1% | -26.2% | +57.3% | +29.5% |
| 1Y | +40.5% | -32.6% | +73.0% | +39.7% |
| 3Y | +117.1% | +133.8% | -16.7% | +58.9% |
| 5Y | +158.6% | +792.8% | -634.1% | +39.5% |
| 10Y | +402.4% | +959.8% | -557.4% | +125.2% |
| All | +3,855.5% | +602.0% | +3,253.4% | +1,293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling