+134.5%
MO vs MOD
+129.2%
+5.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -1.5% |
| 7D | -2.4% | -25.5% | +23.1% | -4.0% |
| 30D | +9.7% | -49.0% | +58.7% | +5.6% |
| 3M | +14.1% | -49.8% | +64.0% | +10.0% |
| 6M | +11.9% | -64.8% | +76.6% | +6.6% |
| YTD | +38.4% | -27.6% | +66.0% | +36.3% |
| 1Y | +41.9% | -35.2% | +77.1% | +39.4% |
| 3Y | +134.5% | +137.1% | -2.6% | +126.6% |
| All | +134.5% | +129.2% | +5.3% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling