+2,689.6%
GE vs MOD
+1,544.7%
+1,144.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.3% | +2.8% | -2.9% |
| 7D | +0.5% | -34.2% | +34.7% | +9.0% |
| 30D | +1.7% | -51.9% | +53.6% | +17.6% |
| 3M | -17.3% | -53.0% | +35.7% | -4.4% |
| 6M | +10.1% | -66.4% | +76.4% | +34.5% |
| YTD | +2.6% | -31.5% | +34.2% | +6.1% |
| 1Y | +3.7% | -39.6% | +43.3% | +9.1% |
| 3Y | +268.3% | +116.8% | +151.5% | +173.5% |
| 5Y | +376.2% | +713.8% | -337.6% | +152.3% |
| 10Y | +156.4% | +882.7% | -726.3% | +13.5% |
| All | +2,689.6% | +1,544.7% | +1,144.9% | +785.7% |
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 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