-34.8%
BROS vs MOD
+45.0%
-79.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.3% |
| 7D | -6.7% | +9.6% | -16.3% | -7.5% |
| 30D | -29.1% | 0.0% | -29.1% | -29.1% |
| 3M | -16.7% | -35.4% | +18.7% | -13.4% |
| 6M | -11.6% | -7.3% | -4.3% | -13.6% |
| YTD | -23.9% | +45.8% | -69.7% | -27.2% |
| 1Y | -34.8% | +43.1% | -77.9% | -37.4% |
| All | -34.8% | +45.0% | -79.8% | -37.4% |
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