+41.9%
BLK vs MOD
+832.8%
-790.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.9% | -6.8% | +1.4% |
| 7D | +4.1% | -13.9% | +18.0% | +5.8% |
| 30D | +12.2% | -41.5% | +53.8% | +21.5% |
| 3M | +7.4% | -45.7% | +53.2% | +17.3% |
| 6M | +13.2% | -61.1% | +74.3% | +29.2% |
| YTD | +15.4% | -20.5% | +35.8% | +13.7% |
| 1Y | +14.6% | -32.1% | +46.8% | +15.5% |
| 3Y | +99.2% | +146.5% | -47.2% | +38.5% |
| 5Y | +41.9% | +812.7% | -770.9% | -35.7% |
| All | +41.9% | +832.8% | -790.9% | -35.7% |
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