+6.5%
GE vs MOD
-37.3%
+43.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.9% |
| 7D | +7.1% | -25.5% | +32.7% | +11.1% |
| 30D | +6.5% | -49.0% | +55.5% | +17.5% |
| 3M | -13.6% | -49.8% | +36.3% | -4.7% |
| 6M | +6.0% | -64.8% | +70.8% | +22.4% |
| YTD | +5.4% | -27.6% | +33.0% | +10.2% |
| 1Y | +6.5% | -35.2% | +41.7% | +9.0% |
| All | +6.5% | -37.3% | +43.8% | +9.0% |
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