+1,502.7%
BA vs MOD
+1,673.7%
-171.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.6% | +6.7% |
| 7D | +5.9% | -31.3% | +37.2% | +13.7% |
| 30D | -8.2% | -46.1% | +38.0% | +3.4% |
| 3M | -25.4% | -51.1% | +25.8% | -14.5% |
| 6M | -20.0% | -62.1% | +42.0% | -5.1% |
| YTD | -18.5% | -26.2% | +7.7% | -18.0% |
| 1Y | -10.6% | -32.6% | +21.9% | -9.4% |
| 3Y | -9.3% | +133.8% | -143.1% | -36.1% |
| 5Y | -16.9% | +792.8% | -809.7% | -58.9% |
| 10Y | +37.9% | +959.8% | -921.9% | -40.9% |
| All | +1,502.7% | +1,673.7% | -171.0% | +397.1% |
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 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