-2.1%
FIX vs MOD
-37.4%
+35.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.3% | -4.3% | -7.6% |
| 7D | -27.2% | -34.2% | +6.9% | -8.8% |
| 30D | -46.9% | -51.9% | +5.0% | -22.0% |
| 3M | -44.4% | -53.0% | +8.6% | -18.0% |
| 6M | -50.9% | -66.4% | +15.4% | -15.6% |
| YTD | +3.5% | -31.5% | +35.1% | +31.7% |
| 1Y | -2.1% | -39.6% | +37.4% | +29.7% |
| All | -2.1% | -37.4% | +35.3% | +29.7% |
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 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