+9.1%
IR vs MOD
-33.0%
+42.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -21.4% | +21.0% | +3.2% |
| 7D | +11.6% | -31.3% | +42.9% | +18.4% |
| 30D | +7.2% | -46.1% | +53.3% | +18.8% |
| 3M | -5.9% | -51.1% | +45.3% | +5.7% |
| 6M | +11.5% | -62.1% | +73.5% | +30.2% |
| YTD | +6.3% | -26.2% | +32.5% | +7.0% |
| 1Y | +9.1% | -32.6% | +41.7% | +11.1% |
| All | +9.1% | -33.0% | +42.1% | +11.1% |
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