+186.1%
COR vs MOD
+1,486.5%
-1,300.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -1.9% |
| 7D | +2.8% | +9.6% | -6.8% | +2.6% |
| 30D | +4.5% | 0.0% | +4.5% | +4.5% |
| 3M | +22.7% | -35.4% | +58.0% | +23.6% |
| 6M | -9.7% | -7.3% | -2.5% | -10.1% |
| YTD | -1.4% | +45.8% | -47.2% | -3.1% |
| 1Y | +13.9% | +43.1% | -29.2% | +11.9% |
| 3Y | +94.0% | +297.7% | -203.7% | +75.3% |
| All | +186.1% | +1,486.5% | -1,300.3% | +121.1% |
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