-38.4%
LVS vs MOD
-33.2%
-5.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.3% |
| 7D | -1.3% | +8.2% | -9.5% | -1.0% |
| 30D | +12.2% | -38.2% | +50.4% | +12.0% |
| 3M | -11.3% | -46.2% | +34.9% | -11.4% |
| 6M | -21.6% | -62.5% | +40.9% | -21.8% |
| YTD | -36.6% | -20.1% | -16.5% | -34.6% |
| 1Y | -38.4% | -29.7% | -8.7% | -35.9% |
| All | -38.4% | -33.2% | -5.2% | -35.9% |
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