+11.7%
IR vs MOD
-6.2%
+17.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -4.6% |
| 7D | +2.5% | +40.4% | -37.9% | -3.6% |
| 30D | +9.2% | -14.0% | +23.2% | +11.3% |
| 3M | +0.9% | -33.3% | +34.3% | +7.4% |
| 6M | +19.2% | -51.4% | +70.6% | +34.5% |
| YTD | +7.5% | +1.6% | +5.9% | +1.2% |
| 1Y | +11.7% | +5.4% | +6.4% | +4.3% |
| All | +11.7% | -6.2% | +17.9% | +4.3% |
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