+22.8%
LOW vs MOD
+129.2%
-106.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.5% |
| 7D | +7.4% | -25.5% | +33.0% | +9.0% |
| 30D | +24.5% | -49.0% | +73.5% | +29.9% |
| 3M | +3.5% | -49.8% | +53.3% | +7.9% |
| 6M | -2.6% | -64.8% | +62.2% | +4.0% |
| YTD | -4.8% | -27.6% | +22.8% | -6.2% |
| 1Y | -0.8% | -35.2% | +34.4% | -1.5% |
| 3Y | +22.8% | +137.1% | -114.3% | -20.1% |
| All | +22.8% | +129.2% | -106.4% | -20.1% |
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