+387.2%
BE vs MOD
+748.9%
-361.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -12.5% |
| 7D | -14.7% | -25.5% | +10.8% | -1.7% |
| 30D | -40.5% | -49.0% | +8.5% | -16.1% |
| 3M | -24.3% | -49.8% | +25.5% | +7.4% |
| 6M | -39.3% | -64.8% | +25.5% | +4.2% |
| YTD | +99.4% | -27.6% | +127.0% | +139.5% |
| 1Y | +26.6% | -35.2% | +61.8% | +62.1% |
| 3Y | +1,616.9% | +137.1% | +1,479.8% | +1,094.1% |
| All | +387.2% | +748.9% | -361.8% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling