+27.0%
BROS vs MOD
+1,644.3%
-1,617.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.2% |
| 7D | -6.7% | +9.6% | -16.3% | -8.6% |
| 30D | -29.1% | 0.0% | -29.1% | -29.2% |
| 3M | -16.7% | -35.4% | +18.7% | -9.8% |
| 6M | -11.6% | -7.3% | -4.3% | -13.1% |
| YTD | -23.9% | +45.8% | -69.7% | -33.5% |
| 1Y | -34.8% | +43.1% | -77.9% | -43.7% |
| 3Y | +62.1% | +297.7% | -235.6% | -3.2% |
| All | +27.0% | +1,644.3% | -1,617.3% | -61.1% |
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