+138.0%
B vs MOD
+748.9%
-611.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.2% |
| 7D | +9.6% | -25.5% | +35.1% | +11.5% |
| 30D | +3.5% | -49.0% | +52.5% | +8.3% |
| 3M | -1.6% | -49.8% | +48.2% | +3.0% |
| 6M | -1.7% | -64.8% | +63.1% | +5.2% |
| YTD | -5.3% | -27.6% | +22.3% | -2.2% |
| 1Y | +27.2% | -35.2% | +62.4% | +31.9% |
| 3Y | +166.1% | +137.1% | +29.0% | +166.5% |
| All | +138.0% | +748.9% | -611.0% | +141.5% |
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