-8.3%
BA vs MOD
+133.8%
-142.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.6% | +4.6% |
| 7D | +5.9% | -31.3% | +37.2% | +10.2% |
| 30D | -8.2% | -46.1% | +38.0% | -1.6% |
| 3M | -25.4% | -51.1% | +25.8% | -19.2% |
| 6M | -20.0% | -62.1% | +42.0% | -11.6% |
| YTD | -18.5% | -26.2% | +7.7% | -18.5% |
| 1Y | -10.6% | -32.6% | +21.9% | -10.2% |
| All | -8.3% | +133.8% | -142.1% | -27.1% |
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 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