+43.7%
BAX vs MOD
-37.3%
+81.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.4% |
| 7D | +12.1% | -25.5% | +37.7% | +12.8% |
| 30D | +7.6% | -49.0% | +56.6% | +9.7% |
| 3M | -4.5% | -49.8% | +45.3% | -2.7% |
| 6M | +52.0% | -64.8% | +116.8% | +56.7% |
| YTD | +35.1% | -27.6% | +62.8% | +34.9% |
| 1Y | +43.7% | -35.2% | +78.9% | +43.6% |
| All | +43.7% | -37.3% | +81.0% | +43.6% |
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 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