+48.4%
IR vs MOD
+1,486.5%
-1,438.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.2% |
| 7D | -2.8% | +9.6% | -12.4% | -5.0% |
| 30D | -15.1% | 0.0% | -15.2% | -15.4% |
| 3M | +6.1% | -35.4% | +41.4% | +16.6% |
| 6M | -16.8% | -7.3% | -9.5% | -17.7% |
| YTD | -3.5% | +45.8% | -49.3% | -15.7% |
| 1Y | -3.5% | +43.1% | -46.6% | -16.7% |
| 3Y | +9.5% | +297.7% | -288.2% | -35.3% |
| All | +48.4% | +1,486.5% | -1,438.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling