+6.9%
IR vs MOD
-37.3%
+44.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.4% |
| 7D | +3.7% | -25.5% | +29.2% | +8.4% |
| 30D | +7.4% | -49.0% | +56.4% | +20.2% |
| 3M | -5.9% | -49.8% | +43.9% | +4.9% |
| 6M | +5.6% | -64.8% | +70.3% | +25.4% |
| YTD | +4.8% | -27.6% | +32.5% | +5.9% |
| 1Y | +6.9% | -35.2% | +42.1% | +9.7% |
| All | +6.9% | -37.3% | +44.3% | +9.7% |
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