-36.8%
BAX vs MOD
+911.6%
-948.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.2% |
| 7D | +12.1% | -25.5% | +37.7% | +13.6% |
| 30D | +7.6% | -49.0% | +56.6% | +11.3% |
| 3M | -4.5% | -49.8% | +45.3% | -1.3% |
| 6M | +52.0% | -64.8% | +116.8% | +59.4% |
| YTD | +35.1% | -27.6% | +62.8% | +35.4% |
| 1Y | +43.7% | -35.2% | +78.9% | +44.5% |
| 3Y | -20.9% | +137.1% | -158.1% | -29.1% |
| 5Y | -63.5% | +760.3% | -823.8% | -70.9% |
| All | -36.8% | +911.6% | -948.5% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling