+33.8%
BLK vs MOD
+1,517.7%
-1,484.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.4% | +6.3% | -8.7% | -3.4% |
| 30D | -3.1% | -1.7% | -1.5% | -3.0% |
| 3M | +10.7% | -30.1% | +40.8% | +16.5% |
| 6M | +15.9% | +2.7% | +13.2% | +12.4% |
| YTD | +4.0% | +44.1% | -40.1% | -5.9% |
| 1Y | +1.3% | +38.7% | -37.5% | -8.9% |
| 3Y | +69.6% | +309.8% | -240.2% | +10.8% |
| 5Y | +33.8% | +1,569.7% | -1,535.9% | -44.1% |
| All | +33.8% | +1,517.7% | -1,484.0% | -44.1% |
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