+894.6%
FIX vs MOD
+720.4%
+174.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.3% | -4.3% | -8.2% |
| 7D | -27.2% | -34.2% | +6.9% | -11.7% |
| 30D | -46.9% | -51.9% | +5.0% | -25.8% |
| 3M | -44.4% | -53.0% | +8.6% | -22.0% |
| 6M | -50.9% | -66.4% | +15.4% | -21.0% |
| YTD | +3.5% | -31.5% | +35.1% | +20.8% |
| 1Y | -2.1% | -39.6% | +37.4% | +19.5% |
| 3Y | +418.7% | +116.8% | +301.9% | +312.3% |
| 5Y | +894.6% | +713.8% | +180.7% | +442.2% |
| All | +894.6% | +720.4% | +174.2% | +442.2% |
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