+56.9%
BNY vs MOD
+25.0%
+31.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.5% |
| 7D | -1.3% | -2.8% | +1.4% | -1.1% |
| 30D | -0.2% | -5.1% | +5.0% | +0.2% |
| 3M | +14.9% | -30.3% | +45.2% | +18.2% |
| 6M | +40.0% | -5.6% | +45.6% | +38.6% |
| YTD | +42.0% | +41.8% | +0.2% | +34.8% |
| 1Y | +56.9% | +28.9% | +27.9% | +50.8% |
| All | +56.9% | +25.0% | +31.9% | +50.8% |
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