+2,340.5%
EXC vs MOD
+3,565.2%
-1,224.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.4% |
| 7D | +0.3% | +9.6% | -9.3% | -0.5% |
| 30D | -3.7% | 0.0% | -3.8% | -3.8% |
| 3M | -1.3% | -35.4% | +34.1% | +1.7% |
| 6M | -9.7% | -7.3% | -2.4% | -10.4% |
| YTD | +2.9% | +45.8% | -42.9% | -2.3% |
| 1Y | +4.4% | +43.1% | -38.8% | -1.3% |
| 3Y | +22.2% | +297.7% | -275.5% | +0.3% |
| 5Y | +46.7% | +1,478.8% | -1,432.0% | +1.9% |
| 10Y | +155.3% | +1,633.4% | -1,478.0% | +61.2% |
| All | +2,340.5% | +3,565.2% | -1,224.7% | +1,180.7% |
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 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