-17.7%
LVS vs MOD
+45.0%
-62.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.4% |
| 7D | -1.5% | +9.6% | -11.1% | -1.7% |
| 30D | -3.2% | 0.0% | -3.3% | -3.3% |
| 3M | -12.0% | -35.4% | +23.4% | -10.9% |
| 6M | -19.9% | -7.3% | -12.6% | -20.7% |
| YTD | -30.6% | +45.8% | -76.4% | -31.9% |
| 1Y | -17.7% | +43.1% | -60.9% | -19.3% |
| All | -17.7% | +45.0% | -62.7% | -19.3% |
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