+1,886.1%
BE vs MOD
+133.8%
+1,752.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -21.4% | +15.1% | +5.9% |
| 7D | -12.1% | -31.3% | +19.2% | +7.6% |
| 30D | -30.1% | -46.1% | +16.0% | -1.1% |
| 3M | -12.1% | -51.1% | +39.0% | +30.8% |
| 6M | -30.6% | -62.1% | +31.5% | +20.7% |
| YTD | +130.6% | -26.2% | +156.8% | +180.0% |
| 1Y | +55.3% | -32.6% | +87.8% | +100.6% |
| All | +1,886.1% | +133.8% | +1,752.3% | +954.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling