+49.4%
MAR vs MOD
-37.3%
+86.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.4% |
| 7D | +4.3% | -25.5% | +29.8% | +5.5% |
| 30D | +16.8% | -49.0% | +65.8% | +20.7% |
| 3M | +16.0% | -49.8% | +65.8% | +19.7% |
| 6M | +16.5% | -64.8% | +81.2% | +22.7% |
| YTD | +35.0% | -27.6% | +62.7% | +31.5% |
| 1Y | +49.4% | -35.2% | +84.6% | +45.7% |
| All | +49.4% | -37.3% | +86.7% | +45.7% |
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