+57.4%
MAR vs MOD
-33.0%
+90.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.5% | +3.0% |
| 7D | +7.7% | -31.3% | +39.1% | +9.6% |
| 30D | +19.4% | -46.1% | +65.5% | +23.2% |
| 3M | +23.3% | -51.1% | +74.5% | +27.8% |
| 6M | +22.8% | -62.1% | +84.9% | +28.8% |
| YTD | +37.8% | -26.2% | +63.9% | +33.6% |
| 1Y | +57.4% | -32.6% | +89.9% | +52.1% |
| All | +57.4% | -33.0% | +90.3% | +52.1% |
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