+73.5%
BA vs MOD
+1,642.7%
-1,569.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.3% |
| 7D | +1.2% | +9.6% | -8.4% | -1.3% |
| 30D | -11.6% | 0.0% | -11.7% | -11.9% |
| 3M | -2.4% | -35.4% | +33.0% | +7.7% |
| 6M | -6.6% | -7.3% | +0.6% | -8.5% |
| YTD | -2.2% | +45.8% | -48.0% | -17.0% |
| 1Y | -8.0% | +43.1% | -51.2% | -23.2% |
| 3Y | -5.0% | +297.7% | -302.7% | -50.2% |
| 5Y | -2.7% | +1,478.8% | -1,481.5% | -71.1% |
| All | +73.5% | +1,642.7% | -1,569.2% | -61.8% |
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