+8.9%
GE vs MOD
-33.0%
+41.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -21.4% | +24.2% | +5.8% |
| 7D | +9.4% | -31.3% | +40.7% | +15.1% |
| 30D | +7.5% | -46.1% | +53.7% | +17.6% |
| 3M | -12.5% | -51.1% | +38.6% | -3.1% |
| 6M | +17.8% | -62.1% | +79.8% | +34.1% |
| YTD | +7.4% | -26.2% | +33.6% | +12.0% |
| 1Y | +8.9% | -32.6% | +41.4% | +10.7% |
| All | +8.9% | -33.0% | +41.9% | +10.7% |
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