+183.0%
COR vs MOD
+720.4%
-537.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.2% | -4.0% |
| 7D | +2.8% | -34.2% | +36.9% | +3.1% |
| 30D | +7.4% | -51.9% | +59.2% | +8.2% |
| 3M | +7.3% | -53.0% | +60.3% | +8.1% |
| 6M | +11.5% | -66.4% | +77.9% | +12.8% |
| YTD | +1.2% | -31.5% | +32.7% | +0.4% |
| 1Y | -3.3% | -39.6% | +36.2% | -3.9% |
| 3Y | +78.5% | +116.8% | -38.4% | +62.0% |
| 5Y | +183.0% | +713.8% | -530.8% | +123.6% |
| All | +183.0% | +720.4% | -537.4% | +123.6% |
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