-66.4%
MOD vs ALM
-60.3%
-6.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.6% | +2.3% | -4.3% |
| 7D | -34.2% | -14.5% | -19.6% | -30.8% |
| 30D | -51.9% | -39.0% | -12.8% | -44.2% |
| 3M | -53.0% | -40.3% | -12.8% | -46.4% |
| 6M | -66.4% | -60.3% | -6.0% | -57.3% |
| All | -66.4% | -60.3% | -6.0% | -57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling