+1,082.7%
MOD vs A
+11.8%
+1,070.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.5% | +27.3% | +27.6% |
| 7D | +40.4% | -0.5% | +40.9% | +41.0% |
| 30D | -14.0% | 0.0% | -14.0% | -13.7% |
| 3M | -33.3% | +16.7% | -50.0% | -38.4% |
| 6M | -51.4% | +54.8% | -106.2% | -61.8% |
| YTD | +1.6% | +28.8% | -27.2% | -12.4% |
| 1Y | +5.4% | +19.3% | -13.9% | -4.8% |
| 3Y | +191.0% | +65.5% | +125.5% | +115.9% |
| All | +1,082.7% | +11.8% | +1,070.9% | +864.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling