+319.4%
IR vs MOD
+611.2%
-291.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -1.0% |
| 7D | +2.3% | -34.2% | +36.5% | +12.1% |
| 30D | +3.3% | -51.9% | +55.2% | +21.9% |
| 3M | -9.0% | -53.0% | +44.0% | +7.1% |
| 6M | +8.0% | -66.4% | +74.4% | +35.6% |
| YTD | +3.4% | -31.5% | +34.9% | +6.9% |
| 1Y | +4.5% | -39.6% | +44.1% | +10.4% |
| 3Y | +25.6% | +116.8% | -91.2% | -12.4% |
| 5Y | +43.8% | +713.8% | -670.0% | -32.4% |
| All | +319.4% | +611.2% | -291.8% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling