-39.6%
MOD vs AS
0.0%
-39.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.4% |
| 7D | -34.2% | +7.1% | -41.3% | -36.4% |
| 30D | -51.9% | +12.8% | -64.7% | -54.7% |
| 3M | -53.0% | -14.7% | -38.3% | -49.7% |
| 6M | -66.4% | -9.9% | -56.4% | -65.5% |
| YTD | -31.5% | -16.1% | -15.4% | -29.7% |
| 1Y | -39.6% | +0.2% | -39.7% | -43.4% |
| All | -39.6% | 0.0% | -39.6% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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