+18.0%
BLK vs MOD
-33.0%
+51.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -21.4% | +26.9% | +7.3% |
| 7D | +5.7% | -31.3% | +37.1% | +9.3% |
| 30D | +14.8% | -46.1% | +60.9% | +21.9% |
| 3M | +8.8% | -51.1% | +59.9% | +16.5% |
| 6M | +17.6% | -62.1% | +79.7% | +28.6% |
| YTD | +16.3% | -26.2% | +42.4% | +14.2% |
| 1Y | +18.0% | -32.6% | +50.5% | +16.4% |
| All | +18.0% | -33.0% | +51.0% | +16.4% |
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