+753.4%
MOD vs ALM
+396.4%
+357.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.5% |
| 7D | -25.5% | -6.7% | -18.9% | -24.9% |
| 30D | -49.0% | -32.9% | -16.1% | -46.5% |
| 3M | -49.8% | -39.5% | -10.3% | -47.0% |
| 6M | -64.8% | -62.0% | -2.8% | -61.3% |
| YTD | -27.6% | -7.8% | -19.8% | -25.8% |
| 1Y | -35.2% | +26.7% | -61.9% | -35.2% |
| 3Y | +137.1% | +825.4% | -688.2% | +92.7% |
| All | +753.4% | +396.4% | +357.0% | +647.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling