+20.2%
COST vs MOD
-30.7%
+50.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.4% |
| 7D | +2.5% | +16.1% | -13.6% | +3.8% |
| 30D | +14.6% | -38.5% | +53.1% | +11.1% |
| 3M | +15.2% | -46.8% | +62.0% | +10.8% |
| 6M | +7.2% | -61.6% | +68.8% | +1.9% |
| YTD | +27.4% | -20.5% | +47.9% | +23.3% |
| 1Y | +20.2% | -28.0% | +48.2% | +16.3% |
| All | +20.2% | -30.7% | +50.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling