+48.7%
GM vs MOD
+40.7%
+8.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.1% |
| 7D | +0.4% | +6.3% | -5.9% | -0.2% |
| 30D | -1.8% | -1.7% | -0.2% | -1.8% |
| 3M | +2.6% | -30.1% | +32.7% | +6.2% |
| 6M | +14.6% | +2.7% | +11.8% | +13.4% |
| YTD | +6.2% | +44.1% | -37.9% | +2.2% |
| 1Y | +48.7% | +38.7% | +9.9% | +46.1% |
| All | +48.7% | +40.7% | +8.0% | +46.1% |
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