-35.2%
BROS vs MOD
-6.2%
-29.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +27.9% | -21.4% | +3.3% |
| 7D | +6.3% | +40.4% | -34.1% | +2.2% |
| 30D | -8.3% | -14.0% | +5.7% | -9.1% |
| 3M | -29.8% | -33.3% | +3.6% | -29.1% |
| 6M | -25.8% | -51.4% | +25.6% | -23.8% |
| YTD | -41.4% | +1.6% | -43.0% | -41.3% |
| 1Y | -35.2% | +5.4% | -40.5% | -35.4% |
| All | -35.2% | -6.2% | -29.0% | -35.4% |
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