+183.1%
MAR vs MOD
+815.4%
-632.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +1.8% | +16.1% | -14.3% | -0.7% |
| 30D | +14.3% | -38.5% | +52.8% | +22.4% |
| 3M | +20.0% | -46.8% | +66.8% | +30.9% |
| 6M | +21.7% | -61.6% | +83.3% | +38.3% |
| YTD | +37.7% | -20.5% | +58.2% | +33.9% |
| 1Y | +46.8% | -28.0% | +74.8% | +44.4% |
| 3Y | +121.0% | +134.9% | -13.9% | +48.2% |
| 5Y | +183.1% | +833.2% | -650.1% | +18.5% |
| All | +183.1% | +815.4% | -632.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling