+43.9%
EXC vs MOD
+720.4%
-676.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +0.6% |
| 7D | +1.4% | -34.2% | +35.5% | +1.2% |
| 30D | +11.6% | -51.9% | +63.5% | +11.6% |
| 3M | +2.7% | -53.0% | +55.7% | +2.6% |
| 6M | +2.7% | -66.4% | +69.0% | +2.7% |
| YTD | +9.7% | -31.5% | +41.3% | +8.8% |
| 1Y | +4.5% | -39.6% | +44.1% | +3.8% |
| 3Y | +28.5% | +116.8% | -88.3% | +18.4% |
| 5Y | +43.9% | +713.8% | -669.9% | +17.9% |
| All | +43.9% | +720.4% | -676.4% | +17.9% |
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