+47.6%
EXC vs MOD
+1,486.5%
-1,438.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.1% |
| 7D | +0.3% | +9.6% | -9.3% | +0.3% |
| 30D | -3.7% | 0.0% | -3.8% | -3.7% |
| 3M | -1.3% | -35.4% | +34.1% | -1.1% |
| 6M | -9.7% | -7.3% | -2.4% | -9.9% |
| YTD | +2.9% | +45.8% | -42.9% | +2.1% |
| 1Y | +4.4% | +43.1% | -38.8% | +3.6% |
| 3Y | +22.2% | +297.7% | -275.5% | +14.0% |
| All | +47.6% | +1,486.5% | -1,438.8% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling