-34.4%
BAX vs MOD
+915.9%
-950.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.5% |
| 7D | -0.6% | +8.2% | -8.8% | -1.1% |
| 30D | +6.3% | -38.2% | +44.5% | +8.8% |
| 3M | -4.6% | -46.2% | +41.7% | -1.7% |
| 6M | +50.4% | -62.5% | +112.9% | +57.3% |
| YTD | +38.0% | -20.1% | +58.1% | +37.5% |
| 1Y | +44.6% | -29.7% | +74.3% | +44.8% |
| 3Y | -15.1% | +136.2% | -151.3% | -23.9% |
| 5Y | -63.3% | +820.4% | -883.7% | -70.9% |
| 10Y | -34.4% | +839.8% | -874.2% | -49.4% |
| All | -34.4% | +915.9% | -950.3% | -49.4% |
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 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