+153.6%
MGY vs MOD
+539.5%
-385.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.9% | -14.1% | -6.5% |
| 7D | -9.5% | -13.9% | +4.4% | -7.0% |
| 30D | -5.9% | -41.5% | +35.6% | +5.4% |
| 3M | -9.0% | -45.7% | +36.8% | +2.9% |
| 6M | -17.4% | -61.1% | +43.7% | -1.3% |
| YTD | +5.6% | -20.5% | +26.1% | +0.9% |
| 1Y | +6.0% | -32.1% | +38.1% | +4.3% |
| 3Y | +15.6% | +146.5% | -130.8% | -31.0% |
| 5Y | +20.2% | +812.7% | -792.5% | -58.1% |
| All | +153.6% | +539.5% | -385.9% | -30.5% |
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 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