+701.6%
BE vs MOD
+476.4%
+225.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -21.4% | +15.1% | +2.5% |
| 7D | -12.1% | -31.3% | +19.2% | +1.9% |
| 30D | -30.1% | -46.1% | +16.0% | -10.0% |
| 3M | -12.1% | -51.1% | +39.0% | +17.6% |
| 6M | -30.6% | -62.1% | +31.5% | +4.4% |
| YTD | +130.6% | -26.2% | +156.8% | +166.3% |
| 1Y | +55.3% | -32.6% | +87.8% | +87.8% |
| 3Y | +1,755.6% | +133.8% | +1,621.7% | +1,338.8% |
| 5Y | +564.5% | +792.8% | -228.3% | +228.4% |
| All | +701.6% | +476.4% | +225.2% | +201.6% |
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