+9.5%
MGY vs MOD
-33.0%
+42.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -21.4% | +16.2% | -5.4% |
| 7D | -12.1% | -31.3% | +19.2% | -12.7% |
| 30D | -2.6% | -46.1% | +43.5% | -4.0% |
| 3M | -4.2% | -51.1% | +46.9% | -5.8% |
| 6M | -23.9% | -62.1% | +38.1% | -25.3% |
| YTD | +8.8% | -26.2% | +35.0% | +4.8% |
| 1Y | +9.5% | -32.6% | +42.0% | +5.8% |
| All | +9.5% | -33.0% | +42.4% | +5.8% |
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