-43.4%
BROS vs MOD
+796.3%
-839.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -19.0% | -17.8% | -1.2% | -16.1% |
| 30D | -7.3% | -43.2% | +36.0% | +3.5% |
| 3M | -31.2% | -46.0% | +14.8% | -23.0% |
| 6M | -33.0% | -62.2% | +29.2% | -20.6% |
| YTD | -42.4% | -22.8% | -19.6% | -43.5% |
| 1Y | -37.7% | -35.5% | -2.3% | -36.8% |
| 3Y | +28.2% | +128.2% | -100.0% | -17.7% |
| 5Y | -43.4% | +791.6% | -835.0% | -81.9% |
| All | -43.4% | +796.3% | -839.6% | -81.9% |
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