+8,419.6%
FIX vs MOD
+390.4%
+8,029.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -21.4% | +6.4% | -8.7% |
| 7D | -18.9% | -31.3% | +12.4% | -9.2% |
| 30D | -36.3% | -46.1% | +9.8% | -23.3% |
| 3M | -38.5% | -51.1% | +12.6% | -24.1% |
| 6M | -42.3% | -62.1% | +19.8% | -23.5% |
| YTD | +17.1% | -26.2% | +43.3% | +27.2% |
| 1Y | +14.4% | -32.6% | +47.0% | +27.0% |
| 3Y | +486.7% | +133.8% | +352.9% | +363.6% |
| 5Y | +1,083.7% | +792.8% | +291.0% | +528.1% |
| 10Y | +3,932.4% | +959.8% | +2,972.7% | +1,638.6% |
| All | +8,419.6% | +390.4% | +8,029.2% | +2,827.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling