+61.9%
LIN vs MOD
+1,486.5%
-1,424.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.3% |
| 7D | -2.1% | +9.6% | -11.7% | -2.9% |
| 30D | -2.4% | 0.0% | -2.5% | -2.5% |
| 3M | -5.6% | -35.4% | +29.8% | -2.5% |
| 6M | -3.4% | -7.3% | +3.9% | -4.2% |
| YTD | +13.1% | +45.8% | -32.7% | +6.8% |
| 1Y | +2.5% | +43.1% | -40.7% | -4.0% |
| 3Y | +27.6% | +297.7% | -270.1% | -3.6% |
| All | +61.9% | +1,486.5% | -1,424.6% | -12.8% |
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