+35,474.8%
LOW vs MOD
+3,565.2%
+31,909.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.5% |
| 7D | -1.7% | +9.6% | -11.3% | -3.4% |
| 30D | -7.0% | 0.0% | -7.1% | -7.3% |
| 3M | -0.9% | -35.4% | +34.5% | +6.0% |
| 6M | -20.1% | -7.3% | -12.8% | -21.2% |
| YTD | -13.9% | +45.8% | -59.7% | -22.9% |
| 1Y | -21.1% | +43.1% | -64.3% | -30.1% |
| 3Y | -6.6% | +297.7% | -304.3% | -37.7% |
| 5Y | +9.4% | +1,478.8% | -1,469.4% | -47.5% |
| 10Y | +220.5% | +1,633.4% | -1,412.9% | +30.1% |
| All | +35,474.8% | +3,565.2% | +31,909.6% | +7,756.7% |
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