+164.7%
B vs MOD
+116.8%
+47.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +1.2% |
| 7D | +4.3% | -34.2% | +38.5% | +8.2% |
| 30D | -0.9% | -51.9% | +50.9% | +6.3% |
| 3M | -1.4% | -53.0% | +51.7% | +5.9% |
| 6M | +5.0% | -66.4% | +71.4% | +16.2% |
| YTD | -5.8% | -31.5% | +25.7% | -1.0% |
| 1Y | +25.6% | -39.6% | +65.2% | +32.9% |
| All | +164.7% | +116.8% | +47.8% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling