+360.5%
BE vs MOD
+45.0%
+315.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.3% | +3.1% | +4.2% |
| 7D | +20.0% | +9.6% | +10.4% | +12.4% |
| 30D | +7.9% | 0.0% | +7.9% | +7.8% |
| 3M | -13.2% | -35.4% | +22.2% | +19.5% |
| 6M | +53.5% | -7.3% | +60.7% | +66.3% |
| YTD | +191.0% | +45.8% | +145.2% | +119.1% |
| 1Y | +360.5% | +43.1% | +317.4% | +254.8% |
| All | +360.5% | +45.0% | +315.5% | +254.8% |
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 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