+232.7%
LITE vs MOD
-33.0%
+265.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -21.4% | +13.6% | +6.9% |
| 7D | -31.4% | -31.3% | -0.1% | -11.9% |
| 30D | -42.6% | -46.1% | +3.5% | -12.4% |
| 3M | -26.2% | -51.1% | +24.9% | +19.1% |
| 6M | -35.8% | -62.1% | +26.3% | +20.8% |
| YTD | +70.0% | -26.2% | +96.2% | +117.9% |
| 1Y | +232.7% | -32.6% | +265.3% | +353.4% |
| All | +232.7% | -33.0% | +265.7% | +353.4% |
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