+9.8%
LOW vs MOD
+1,486.5%
-1,476.7%
-33.9%
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% | +0.8% |
| 7D | -1.7% | +9.6% | -11.3% | -2.8% |
| 30D | -7.0% | 0.0% | -7.1% | -7.2% |
| 3M | -0.9% | -35.4% | +34.5% | +3.7% |
| 6M | -20.1% | -7.3% | -12.8% | -20.9% |
| YTD | -13.9% | +45.8% | -59.7% | -20.3% |
| 1Y | -21.1% | +43.1% | -64.3% | -27.5% |
| 3Y | -6.6% | +297.7% | -304.3% | -33.0% |
| All | +9.8% | +1,486.5% | -1,476.7% | -44.2% |
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