+465.4%
BE vs MOD
+832.8%
-367.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.9% | +2.0% | +6.7% |
| 7D | -1.2% | -13.9% | +12.7% | +6.1% |
| 30D | -30.9% | -41.5% | +10.7% | -8.8% |
| 3M | -11.6% | -45.7% | +34.1% | +21.1% |
| 6M | -25.7% | -61.1% | +35.4% | +21.8% |
| YTD | +123.1% | -20.5% | +143.6% | +156.4% |
| 1Y | +43.4% | -32.1% | +75.5% | +79.7% |
| 3Y | +1,683.6% | +146.5% | +1,537.2% | +1,111.5% |
| 5Y | +465.4% | +812.7% | -347.3% | +93.9% |
| All | +465.4% | +832.8% | -367.4% | +93.9% |
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