+38.3%
MOD vs AS
+139.2%
-100.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.1% | -26.6% | -23.3% |
| 7D | -31.3% | +13.8% | -45.1% | -35.1% |
| 30D | -46.1% | +16.7% | -62.8% | -49.6% |
| 3M | -51.1% | -11.5% | -39.6% | -49.4% |
| 6M | -62.1% | -5.5% | -56.5% | -62.0% |
| YTD | -26.2% | -14.2% | -12.0% | -23.7% |
| 1Y | -32.6% | +2.1% | -34.6% | -34.4% |
| All | +38.3% | +139.2% | -100.9% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling