+72.1%
MA vs MOD
+129.2%
-57.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.6% |
| 7D | +2.3% | -25.5% | +27.8% | +2.9% |
| 30D | +14.7% | -49.0% | +63.7% | +16.7% |
| 3M | +13.5% | -49.8% | +63.3% | +15.4% |
| 6M | +33.1% | -64.8% | +97.9% | +36.7% |
| YTD | +15.1% | -27.6% | +42.7% | +11.4% |
| 1Y | +18.7% | -35.2% | +53.9% | +15.5% |
| 3Y | +72.1% | +137.1% | -65.1% | +43.8% |
| All | +72.1% | +129.2% | -57.1% | +43.8% |
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 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