+71.4%
BAC vs MOD
+1,486.5%
-1,415.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.7% |
| 7D | +1.1% | +9.6% | -8.5% | -0.3% |
| 30D | -0.4% | 0.0% | -0.4% | -0.6% |
| 3M | +16.9% | -35.4% | +52.3% | +23.7% |
| 6M | +26.6% | -7.3% | +33.9% | +25.0% |
| YTD | +15.8% | +45.8% | -30.0% | +5.1% |
| 1Y | +27.2% | +43.1% | -16.0% | +14.3% |
| 3Y | +132.4% | +297.7% | -165.3% | +57.2% |
| All | +71.4% | +1,486.5% | -1,415.0% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling