-11.9%
LVS vs MOD
+135.8%
-147.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -3.9% | +16.1% | -20.0% | -5.0% |
| 30D | +7.1% | -38.5% | +45.6% | +10.8% |
| 3M | -13.2% | -46.8% | +33.6% | -9.2% |
| 6M | -22.8% | -61.6% | +38.8% | -17.5% |
| YTD | -38.0% | -20.5% | -17.5% | -39.5% |
| 1Y | -39.5% | -28.0% | -11.4% | -40.4% |
| All | -11.9% | +135.8% | -147.7% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling