+5.4%
B vs MOD
-6.2%
+11.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +27.9% | -28.5% | -4.1% |
| 7D | -7.3% | +40.4% | -47.7% | -11.7% |
| 30D | -3.3% | -14.0% | +10.7% | -1.2% |
| 3M | -7.8% | -33.3% | +25.6% | -1.7% |
| 6M | -15.5% | -51.4% | +35.9% | -5.3% |
| YTD | -12.3% | +1.6% | -13.9% | -5.4% |
| 1Y | +5.4% | +5.4% | 0.0% | +12.2% |
| All | +5.4% | -6.2% | +11.5% | +12.2% |
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