-5.3%
BAC vs MOD
-37.3%
+32.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.0% |
| 7D | -1.2% | -25.5% | +24.4% | +0.4% |
| 30D | -7.7% | -49.0% | +41.3% | -3.4% |
| 3M | -21.2% | -49.8% | +28.7% | -17.5% |
| 6M | -6.8% | -64.8% | +57.9% | -0.6% |
| YTD | -8.7% | -27.6% | +18.9% | -10.4% |
| 1Y | -5.3% | -35.2% | +29.9% | -7.4% |
| All | -5.3% | -37.3% | +32.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling