+3.4%
EXC vs MOD
+45.0%
-41.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -1.9% |
| 7D | -0.7% | +9.6% | -10.2% | -0.4% |
| 30D | -4.6% | 0.0% | -4.7% | -4.6% |
| 3M | -2.2% | -35.4% | +33.2% | -3.1% |
| 6M | -10.6% | -7.3% | -3.3% | -10.8% |
| YTD | +1.9% | +45.8% | -43.9% | +1.6% |
| 1Y | +3.4% | +43.1% | -39.7% | +3.7% |
| All | +3.4% | +45.0% | -41.6% | +3.7% |
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