+2,498.9%
MAR vs MOD
+722.2%
+1,776.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.9% |
| 7D | -4.2% | +9.6% | -13.7% | -6.3% |
| 30D | -6.7% | 0.0% | -6.7% | -7.0% |
| 3M | -12.5% | -35.4% | +22.9% | -4.5% |
| 6M | +0.6% | -7.3% | +7.8% | -1.1% |
| YTD | +9.1% | +45.8% | -36.7% | -5.4% |
| 1Y | +26.2% | +43.1% | -16.9% | +8.0% |
| 3Y | +68.2% | +297.7% | -229.5% | +0.5% |
| 5Y | +163.9% | +1,478.8% | -1,314.8% | +4.1% |
| 10Y | +420.6% | +1,633.4% | -1,212.8% | +68.9% |
| All | +2,498.9% | +722.2% | +1,776.7% | +530.1% |
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