+46.1%
F vs MOD
+133.8%
-87.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.4% | +24.4% | +5.9% |
| 7D | +6.0% | -31.3% | +37.4% | +11.2% |
| 30D | +4.3% | -46.1% | +50.4% | +13.2% |
| 3M | -10.1% | -51.1% | +41.1% | -1.2% |
| 6M | +12.8% | -62.1% | +74.8% | +27.7% |
| YTD | -0.1% | -26.2% | +26.1% | +0.7% |
| 1Y | +3.7% | -32.6% | +36.2% | +5.2% |
| All | +46.1% | +133.8% | -87.7% | -17.0% |
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