+3,122.8%
MAR vs MOD
+275.1%
+2,847.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.5% | -0.1% |
| 7D | +4.4% | -34.2% | +38.6% | +14.1% |
| 30D | +15.5% | -51.9% | +67.4% | +35.4% |
| 3M | +15.7% | -53.0% | +68.8% | +35.3% |
| 6M | +18.2% | -66.4% | +84.5% | +46.3% |
| YTD | +35.3% | -31.5% | +66.9% | +37.6% |
| 1Y | +48.6% | -39.6% | +88.2% | +54.2% |
| 3Y | +124.3% | +116.8% | +7.5% | +52.1% |
| 5Y | +159.7% | +713.8% | -554.1% | +17.6% |
| 10Y | +555.2% | +882.7% | -327.5% | +138.7% |
| All | +3,122.8% | +275.1% | +2,847.7% | +820.1% |
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 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