+39,219.9%
LOW vs MOD
+1,638.7%
+37,581.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.2% |
| 7D | +7.4% | -25.5% | +33.0% | +12.2% |
| 30D | +24.5% | -49.0% | +73.5% | +38.8% |
| 3M | +3.5% | -49.8% | +53.3% | +15.1% |
| 6M | -2.6% | -64.8% | +62.2% | +13.6% |
| YTD | -4.8% | -27.6% | +22.8% | -4.8% |
| 1Y | -0.8% | -35.2% | +34.4% | +0.5% |
| 3Y | +22.8% | +137.1% | -114.3% | -11.3% |
| 5Y | +5.3% | +760.3% | -755.0% | -44.4% |
| 10Y | +309.5% | +938.8% | -629.3% | +79.2% |
| All | +39,219.9% | +1,638.7% | +37,581.2% | +9,672.8% |
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 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