+15.3%
BLK vs MOD
-35.8%
+51.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +5.2% | -17.8% | +23.1% | +6.6% |
| 30D | +12.9% | -43.2% | +56.1% | +19.2% |
| 3M | +8.6% | -46.0% | +54.6% | +14.9% |
| 6M | +13.9% | -62.2% | +76.1% | +24.9% |
| YTD | +16.1% | -22.8% | +38.9% | +13.5% |
| 1Y | +15.3% | -35.5% | +50.8% | +14.5% |
| All | +15.3% | -35.8% | +51.1% | +14.5% |
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