+1,462.0%
BA vs MOD
+1,544.7%
-82.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.7% | -1.0% |
| 7D | -0.1% | -34.2% | +34.1% | +8.3% |
| 30D | -9.1% | -51.9% | +42.8% | +4.9% |
| 3M | -28.2% | -53.0% | +24.9% | -17.0% |
| 6M | -23.1% | -66.4% | +43.2% | -6.4% |
| YTD | -20.6% | -31.5% | +11.0% | -18.8% |
| 1Y | -12.7% | -39.6% | +26.8% | -9.4% |
| 3Y | -11.6% | +116.8% | -128.4% | -36.8% |
| 5Y | -23.1% | +713.8% | -737.0% | -61.2% |
| 10Y | +34.4% | +882.7% | -848.3% | -41.5% |
| All | +1,462.0% | +1,544.7% | -82.7% | +392.2% |
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