+17.1%
CI vs MOD
-37.3%
+54.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -2.4% |
| 7D | -1.6% | -25.5% | +24.0% | -2.7% |
| 30D | +5.4% | -49.0% | +54.4% | +3.2% |
| 3M | +7.3% | -49.8% | +57.1% | +5.0% |
| 6M | +5.3% | -64.8% | +70.1% | +2.9% |
| YTD | +8.5% | -27.6% | +36.1% | +3.7% |
| 1Y | +17.1% | -35.2% | +52.3% | +12.0% |
| All | +17.1% | -37.3% | +54.4% | +12.0% |
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