+43.1%
MOD vs A
+21.7%
+21.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +9.6% | -1.9% | +11.5% | +10.2% |
| 30D | 0.0% | +6.9% | -6.9% | -1.9% |
| 3M | -35.4% | +9.2% | -44.6% | -37.2% |
| 6M | -7.3% | +25.7% | -33.0% | -14.5% |
| YTD | +45.8% | +11.5% | +34.3% | +39.6% |
| 1Y | +43.1% | +18.4% | +24.8% | +40.4% |
| All | +43.1% | +21.7% | +21.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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