+13,824.1%
MA vs MOD
+783.8%
+13,040.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.8% |
| 7D | -2.7% | +9.6% | -12.3% | -4.3% |
| 30D | +1.5% | 0.0% | +1.5% | +1.2% |
| 3M | +20.4% | -35.4% | +55.8% | +27.8% |
| 6M | +11.1% | -7.3% | +18.4% | +8.9% |
| YTD | +2.0% | +45.8% | -43.8% | -8.7% |
| 1Y | -2.2% | +43.1% | -45.3% | -13.3% |
| 3Y | +41.9% | +297.7% | -255.8% | -4.4% |
| 5Y | +75.4% | +1,478.8% | -1,403.4% | -14.3% |
| 10Y | +527.5% | +1,633.4% | -1,105.8% | +157.0% |
| All | +13,824.1% | +783.8% | +13,040.4% | +6,523.5% |
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