+2,105.4%
FIX vs MOD
+1,486.5%
+619.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | 0.0% |
| 7D | +6.0% | +9.6% | -3.6% | +1.7% |
| 30D | -7.2% | 0.0% | -7.3% | -7.2% |
| 3M | -15.9% | -35.4% | +19.5% | +1.7% |
| 6M | +12.7% | -7.3% | +20.0% | +15.6% |
| YTD | +72.8% | +45.8% | +27.0% | +43.8% |
| 1Y | +122.9% | +43.1% | +79.8% | +85.5% |
| 3Y | +774.3% | +297.7% | +476.7% | +410.8% |
| All | +2,105.4% | +1,486.5% | +619.0% | +743.5% |
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