+33.8%
GEV vs MOD
-39.8%
+73.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -2.0% |
| 7D | -9.8% | -25.5% | +15.8% | +1.8% |
| 30D | -22.3% | -49.0% | +26.7% | +2.9% |
| 3M | -22.6% | -49.8% | +27.3% | +2.6% |
| 6M | -30.7% | -64.8% | +34.0% | +4.9% |
| YTD | +18.7% | -27.6% | +46.4% | +31.9% |
| All | +33.8% | -39.8% | +73.7% | +61.0% |
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