+13.8%
FIX vs MOD
-35.8%
+49.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.0% |
| 7D | -13.9% | -17.8% | +3.9% | -4.3% |
| 30D | -35.5% | -43.2% | +7.7% | -13.2% |
| 3M | -33.9% | -46.0% | +12.1% | -9.5% |
| 6M | -43.3% | -62.2% | +18.9% | -8.4% |
| YTD | +18.7% | -22.8% | +41.5% | +41.2% |
| 1Y | +13.8% | -35.5% | +49.2% | +45.3% |
| All | +13.8% | -35.8% | +49.6% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling