+376.2%
GE vs MOD
+720.4%
-344.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.3% | +2.8% | -3.0% |
| 7D | +0.5% | -34.2% | +34.7% | +8.6% |
| 30D | +1.7% | -51.9% | +53.6% | +17.1% |
| 3M | -17.3% | -53.0% | +35.7% | -4.8% |
| 6M | +10.1% | -66.4% | +76.4% | +33.9% |
| YTD | +2.6% | -31.5% | +34.2% | +5.6% |
| 1Y | +3.7% | -39.6% | +43.3% | +8.4% |
| 3Y | +268.3% | +116.8% | +151.5% | +162.1% |
| 5Y | +376.2% | +713.8% | -337.6% | +120.8% |
| All | +376.2% | +720.4% | -344.2% | +120.8% |
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