+181.4%
COR vs MOD
+748.9%
-567.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -1.9% |
| 7D | +0.8% | -25.5% | +26.4% | +1.0% |
| 30D | +5.1% | -49.0% | +54.1% | +5.9% |
| 3M | +2.8% | -49.8% | +52.6% | +3.5% |
| 6M | +32.5% | -64.8% | +97.3% | +34.0% |
| YTD | -0.7% | -27.6% | +27.0% | -1.5% |
| 1Y | -6.7% | -35.2% | +28.5% | -7.3% |
| 3Y | +73.7% | +137.1% | -63.4% | +57.3% |
| All | +181.4% | +748.9% | -567.6% | +123.2% |
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