-47.3%
DOCS vs MOD
-33.0%
-14.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -21.4% | +27.8% | +4.2% |
| 7D | +1.2% | -31.3% | +32.6% | -2.0% |
| 30D | +21.3% | -46.1% | +67.4% | +14.9% |
| 3M | +58.4% | -51.1% | +109.5% | +48.6% |
| 6M | +39.3% | -62.1% | +101.4% | +27.3% |
| YTD | -21.7% | -26.2% | +4.5% | -28.3% |
| 1Y | -47.3% | -32.6% | -14.8% | -52.2% |
| All | -47.3% | -33.0% | -14.4% | -52.2% |
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