+73.3%
D vs MOD
+129.2%
-55.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.4% |
| 7D | +3.0% | -25.5% | +28.5% | +2.4% |
| 30D | +11.5% | -49.0% | +60.5% | +10.5% |
| 3M | +3.7% | -49.8% | +53.6% | +2.8% |
| 6M | +13.5% | -64.8% | +78.3% | +12.3% |
| YTD | +20.7% | -27.6% | +48.4% | +19.8% |
| 1Y | +18.2% | -35.2% | +53.4% | +17.3% |
| 3Y | +73.3% | +137.1% | -63.8% | +47.4% |
| All | +73.3% | +129.2% | -55.9% | +47.4% |
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