+53.9%
F vs MOD
+1,486.5%
-1,432.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.5% |
| 7D | +5.3% | +9.6% | -4.3% | +3.2% |
| 30D | +4.6% | 0.0% | +4.6% | +4.4% |
| 3M | -3.7% | -35.4% | +31.7% | +4.8% |
| 6M | +16.8% | -7.3% | +24.1% | +15.5% |
| YTD | +15.3% | +45.8% | -30.5% | +1.4% |
| 1Y | +31.0% | +43.1% | -12.1% | +13.9% |
| 3Y | +45.4% | +297.7% | -252.2% | -19.2% |
| All | +53.9% | +1,486.5% | -1,432.5% | -53.7% |
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 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