+25.8%
IR vs MOD
+116.8%
-91.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -1.2% |
| 7D | +2.3% | -34.2% | +36.5% | +10.9% |
| 30D | +3.3% | -51.9% | +55.2% | +19.6% |
| 3M | -9.0% | -53.0% | +44.0% | +5.1% |
| 6M | +8.0% | -66.4% | +74.4% | +32.6% |
| YTD | +3.4% | -31.5% | +34.9% | +6.0% |
| 1Y | +4.5% | -39.6% | +44.1% | +9.3% |
| All | +25.8% | +116.8% | -91.0% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling