+92.3%
COST vs MOD
+129.2%
-36.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.2% |
| 7D | +4.1% | -25.5% | +29.6% | +4.3% |
| 30D | +12.0% | -49.0% | +61.0% | +13.0% |
| 3M | +11.2% | -49.8% | +61.0% | +12.1% |
| 6M | +6.1% | -64.8% | +70.9% | +7.8% |
| YTD | +22.9% | -27.6% | +50.5% | +19.4% |
| 1Y | +14.7% | -35.2% | +49.9% | +11.9% |
| 3Y | +92.3% | +137.1% | -44.8% | +52.8% |
| All | +92.3% | +129.2% | -36.9% | +52.8% |
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