+74.9%
COST vs MOD
+300.6%
-225.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.1% |
| 7D | -3.1% | +9.6% | -12.7% | -3.4% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -5.7% | -35.4% | +29.7% | -4.5% |
| 6M | -8.8% | -7.3% | -1.5% | -9.6% |
| YTD | +6.7% | +45.8% | -39.1% | +2.7% |
| 1Y | -3.6% | +43.1% | -46.8% | -7.8% |
| All | +74.9% | +300.6% | -225.7% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling