-32.6%
MOD vs ALM
+44.8%
-77.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.2% | -22.6% | -21.7% |
| 7D | -31.3% | -6.4% | -24.9% | -30.2% |
| 30D | -46.1% | -35.0% | -11.1% | -40.1% |
| 3M | -51.1% | -33.8% | -17.3% | -46.6% |
| 6M | -62.1% | -55.0% | -7.0% | -55.5% |
| YTD | -26.2% | -0.2% | -26.0% | -19.2% |
| 1Y | -32.6% | +41.8% | -74.3% | -32.7% |
| All | -32.6% | +44.8% | -77.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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