+252.3%
BNY vs MOD
+1,517.1%
-1,264.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.3% |
| 7D | +0.3% | +3.6% | -3.3% | -0.2% |
| 30D | +1.9% | -2.6% | +4.6% | +2.2% |
| 3M | +13.9% | -33.1% | +47.0% | +19.6% |
| 6M | +42.3% | -7.5% | +49.8% | +41.1% |
| YTD | +41.8% | +39.3% | +2.6% | +31.2% |
| 1Y | +57.9% | +34.3% | +23.7% | +45.5% |
| 3Y | +290.7% | +296.2% | -5.5% | +170.4% |
| 5Y | +252.3% | +1,504.6% | -1,252.3% | +64.7% |
| All | +252.3% | +1,517.1% | -1,264.9% | +64.7% |
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