+46.0%
F vs MOD
+300.6%
-254.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.8% |
| 7D | +5.3% | +9.6% | -4.3% | +3.8% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | -3.7% | -35.4% | +31.7% | +2.5% |
| 6M | +16.8% | -7.3% | +24.1% | +16.2% |
| YTD | +15.3% | +45.8% | -30.5% | +5.9% |
| 1Y | +31.0% | +43.1% | -12.1% | +19.5% |
| All | +46.0% | +300.6% | -254.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling