-37.7%
LVS vs MOD
-33.9%
-3.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.9% | -11.2% | -1.0% |
| 7D | +5.2% | -13.9% | +19.1% | +4.9% |
| 30D | +12.0% | -41.5% | +53.5% | +11.7% |
| 3M | -11.5% | -45.7% | +34.2% | -11.7% |
| 6M | -23.2% | -61.1% | +37.9% | -23.6% |
| YTD | -36.7% | -20.5% | -16.2% | -34.5% |
| All | -37.7% | -33.9% | -3.8% | -34.8% |
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