+199.8%
MGY vs MOD
+1,072.7%
-872.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.5% |
| 7D | +2.1% | +9.6% | -7.5% | -0.2% |
| 30D | +13.8% | 0.0% | +13.8% | +13.4% |
| 3M | -4.3% | -35.4% | +31.1% | +4.6% |
| 6M | -5.1% | -7.3% | +2.2% | -8.1% |
| YTD | +24.8% | +45.8% | -21.0% | +5.3% |
| 1Y | +11.8% | +43.1% | -31.3% | -7.2% |
| 3Y | +23.5% | +297.7% | -274.2% | -33.1% |
| 5Y | +87.5% | +1,478.8% | -1,391.3% | -41.2% |
| All | +199.8% | +1,072.7% | -872.9% | -27.5% |
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