+21.7%
D vs MOD
-37.4%
+59.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | -0.5% |
| 7D | +6.9% | -34.2% | +41.1% | +5.2% |
| 30D | +12.3% | -51.9% | +64.2% | +10.0% |
| 3M | +3.0% | -53.0% | +56.1% | +0.9% |
| 6M | +12.8% | -66.4% | +79.1% | +10.0% |
| YTD | +22.6% | -31.5% | +54.1% | +20.2% |
| 1Y | +21.7% | -39.6% | +61.2% | +18.2% |
| All | +21.7% | -37.4% | +59.0% | +18.2% |
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 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