-11.4%
F vs MOD
+720.4%
-731.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | +0.4% |
| 7D | +1.4% | -34.2% | +35.5% | +9.5% |
| 30D | +2.0% | -51.9% | +53.9% | +17.4% |
| 3M | -10.4% | -53.0% | +42.7% | +3.2% |
| 6M | +9.7% | -66.4% | +76.1% | +33.8% |
| YTD | -1.2% | -31.5% | +30.4% | +0.3% |
| 1Y | 0.0% | -39.6% | +39.6% | +3.4% |
| 3Y | +41.1% | +116.8% | -75.7% | -13.6% |
| 5Y | -11.4% | +713.8% | -725.2% | -68.8% |
| All | -11.4% | +720.4% | -731.8% | -68.8% |
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