+321.2%
MOD vs ALM
+2,063.1%
-1,742.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | +9.6% | -2.6% | +12.2% | +9.9% |
| 30D | 0.0% | +32.0% | -32.0% | -3.0% |
| 3M | -35.4% | -15.0% | -20.3% | -35.1% |
| 6M | -7.3% | -10.1% | +2.9% | -7.8% |
| YTD | +45.8% | +99.4% | -53.6% | +40.0% |
| 1Y | +43.1% | +316.4% | -273.2% | +33.5% |
| All | +321.2% | +2,063.1% | -1,742.0% | +283.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling