-50.3%
DOCS vs MOD
+1,081.2%
-1,131.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.3% | -7.1% | -3.3% |
| 7D | -1.4% | +9.6% | -11.0% | -2.7% |
| 30D | +21.8% | 0.0% | +21.8% | +21.6% |
| 3M | +27.3% | -35.4% | +62.7% | +33.8% |
| 6M | -0.3% | -7.3% | +6.9% | -3.1% |
| YTD | -40.5% | +45.8% | -86.3% | -47.6% |
| 1Y | -61.5% | +43.1% | -104.7% | -66.5% |
| 3Y | +8.2% | +297.7% | -289.5% | -30.2% |
| 5Y | -73.4% | +1,478.8% | -1,552.2% | -88.8% |
| All | -50.3% | +1,081.2% | -1,131.5% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling