+352.0%
MOD vs A
+535.2%
-183.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.0% | -4.2% | -6.0% |
| 7D | -34.2% | -5.2% | -29.0% | -32.6% |
| 30D | -51.9% | +1.4% | -53.3% | -52.1% |
| 3M | -53.0% | +21.9% | -75.0% | -57.0% |
| 6M | -66.4% | +46.7% | -113.0% | -71.9% |
| YTD | -31.5% | +27.2% | -58.7% | -39.6% |
| 1Y | -39.6% | +17.9% | -57.5% | -44.7% |
| 3Y | +116.8% | +61.1% | +55.7% | +72.3% |
| 5Y | +713.8% | +13.8% | +700.0% | +636.5% |
| 10Y | +882.7% | +318.8% | +563.9% | +412.2% |
| All | +352.0% | +535.2% | -183.2% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling