+16,095.7%
MA vs MOD
+344.4%
+15,751.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -21.4% | +25.4% | +7.5% |
| 7D | +10.2% | -31.3% | +41.6% | +16.4% |
| 30D | +19.3% | -46.1% | +65.4% | +30.8% |
| 3M | +18.0% | -51.1% | +69.1% | +30.7% |
| 6M | +33.7% | -62.1% | +95.8% | +51.6% |
| YTD | +18.6% | -26.2% | +44.8% | +17.3% |
| 1Y | +22.5% | -32.6% | +55.0% | +22.0% |
| 3Y | +77.4% | +133.8% | -56.4% | +28.8% |
| 5Y | +106.6% | +792.8% | -686.1% | +9.5% |
| 10Y | +592.2% | +959.8% | -367.6% | +201.9% |
| All | +16,095.7% | +344.4% | +15,751.3% | +8,423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling