+26.6%
BA vs MOD
+920.5%
-893.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.3% |
| 7D | 0.0% | -17.8% | +17.9% | +4.0% |
| 30D | -8.9% | -43.2% | +34.3% | +3.6% |
| 3M | -25.5% | -46.0% | +20.5% | -14.6% |
| 6M | -27.0% | -62.2% | +35.3% | -10.2% |
| YTD | -20.1% | -22.8% | +2.7% | -21.7% |
| 1Y | -11.0% | -35.5% | +24.5% | -9.5% |
| 3Y | -11.8% | +128.2% | -140.1% | -47.7% |
| 5Y | -20.6% | +791.6% | -812.3% | -73.5% |
| 10Y | +26.6% | +886.3% | -859.7% | -67.1% |
| All | +26.6% | +920.5% | -893.9% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling