+714.7%
B vs MOD
+1,544.7%
-830.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.9% |
| 7D | +4.3% | -34.2% | +38.5% | +6.3% |
| 30D | -0.9% | -51.9% | +50.9% | +2.5% |
| 3M | -1.4% | -53.0% | +51.7% | +2.1% |
| 6M | +5.0% | -66.4% | +71.4% | +10.3% |
| YTD | -5.8% | -31.5% | +25.7% | -4.5% |
| 1Y | +25.6% | -39.6% | +65.2% | +27.9% |
| 3Y | +161.6% | +116.8% | +44.8% | +148.1% |
| 5Y | +135.2% | +713.8% | -578.6% | +108.1% |
| 10Y | +170.7% | +882.7% | -711.9% | +126.9% |
| All | +714.7% | +1,544.7% | -830.0% | +492.3% |
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