+17,451.9%
COR vs MOD
+774.5%
+16,677.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.2% |
| 7D | +2.8% | +9.6% | -6.8% | +1.9% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | +22.7% | -35.4% | +58.0% | +26.5% |
| 6M | -9.7% | -7.3% | -2.5% | -10.5% |
| YTD | -1.4% | +45.8% | -47.2% | -6.6% |
| 1Y | +13.9% | +43.1% | -29.2% | +7.5% |
| 3Y | +94.0% | +297.7% | -203.7% | +58.1% |
| 5Y | +184.0% | +1,478.8% | -1,294.7% | +94.9% |
| 10Y | +406.8% | +1,633.4% | -1,226.6% | +217.5% |
| All | +17,451.9% | +774.5% | +16,677.3% | +9,621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling