+1,530.3%
MOD vs A
-12.8%
+1,543.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +9.6% | -1.9% | +11.5% | +10.6% |
| 30D | 0.0% | +6.9% | -6.9% | -3.3% |
| 3M | -35.4% | +9.2% | -44.6% | -38.4% |
| 6M | -7.3% | +25.7% | -33.0% | -18.5% |
| YTD | +45.8% | +11.5% | +34.3% | +35.4% |
| 1Y | +43.1% | +18.4% | +24.8% | +29.2% |
| 3Y | +297.7% | +26.6% | +271.1% | +240.3% |
| All | +1,530.3% | -12.8% | +1,543.1% | +1,187.2% |
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