-62.1%
MOD vs AS
-8.6%
-53.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.1% | -26.6% | -21.4% |
| 7D | -31.3% | +13.8% | -45.1% | -32.3% |
| 30D | -46.1% | +16.7% | -62.8% | -47.2% |
| 3M | -51.1% | -11.5% | -39.6% | -50.0% |
| 6M | -62.1% | -5.5% | -56.5% | -62.7% |
| All | -62.1% | -8.6% | -53.5% | -62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling