+194.7%
COR vs MOD
+832.8%
-638.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.9% | -6.2% | +3.6% |
| 7D | +2.3% | -13.9% | +16.3% | +2.4% |
| 30D | +6.8% | -41.5% | +48.3% | +7.4% |
| 3M | +8.1% | -45.7% | +53.8% | +8.8% |
| 6M | +33.0% | -61.1% | +94.1% | +34.4% |
| YTD | +3.0% | -20.5% | +23.5% | +2.0% |
| 1Y | -3.4% | -32.1% | +28.7% | -4.1% |
| 3Y | +80.1% | +146.5% | -66.3% | +63.5% |
| 5Y | +194.7% | +812.7% | -618.0% | +137.8% |
| All | +194.7% | +832.8% | -638.1% | +137.8% |
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