+869.1%
BAX vs MOD
+1,544.7%
-675.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -2.6% |
| 7D | +9.1% | -34.2% | +43.3% | +12.5% |
| 30D | +5.3% | -51.9% | +57.2% | +11.2% |
| 3M | -6.1% | -53.0% | +46.9% | -0.9% |
| 6M | +53.3% | -66.4% | +119.6% | +64.9% |
| YTD | +34.4% | -31.5% | +66.0% | +35.7% |
| 1Y | +43.2% | -39.6% | +82.7% | +45.4% |
| 3Y | -20.1% | +116.8% | -137.0% | -30.0% |
| 5Y | -63.7% | +713.8% | -777.5% | -72.5% |
| 10Y | -36.3% | +882.7% | -919.0% | -56.1% |
| All | +869.1% | +1,544.7% | -675.6% | +423.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling