+3.2%
EXC vs MOD
-33.2%
+36.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.3% |
| 7D | -1.4% | +8.2% | -9.6% | -0.9% |
| 30D | +8.3% | -38.2% | +46.4% | +6.5% |
| 3M | +2.6% | -46.2% | +48.8% | +0.6% |
| 6M | +5.2% | -62.5% | +67.7% | +2.2% |
| YTD | +7.5% | -20.1% | +27.6% | +5.3% |
| 1Y | +3.2% | -29.7% | +32.8% | +0.4% |
| All | +3.2% | -33.2% | +36.3% | +0.4% |
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 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