+44.4%
LUV vs MOD
-35.8%
+80.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +6.6% | -17.8% | +24.4% | +9.7% |
| 30D | +11.2% | -43.2% | +54.4% | +24.8% |
| 3M | +3.6% | -46.0% | +49.7% | +17.0% |
| 6M | +13.1% | -62.2% | +75.4% | +37.7% |
| YTD | +13.6% | -22.8% | +36.4% | +8.1% |
| 1Y | +44.4% | -35.5% | +79.8% | +39.8% |
| All | +44.4% | -35.8% | +80.2% | +39.8% |
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 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