+12.1%
GS vs MOD
-37.3%
+49.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.4% |
| 7D | -3.2% | -25.5% | +22.3% | +1.3% |
| 30D | -2.4% | -49.0% | +46.6% | +9.9% |
| 3M | -15.7% | -49.8% | +34.1% | -5.2% |
| 6M | -6.8% | -64.8% | +58.0% | +11.2% |
| YTD | -0.1% | -27.6% | +27.6% | +4.6% |
| 1Y | +12.1% | -35.2% | +47.3% | +18.9% |
| All | +12.1% | -37.3% | +49.4% | +18.9% |
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