+812.7%
MOD vs BAH
+9.2%
+803.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.6% |
| 7D | -13.9% | -1.5% | -12.4% | -13.8% |
| 30D | -41.5% | +17.3% | -58.8% | -43.7% |
| 3M | -45.7% | +14.9% | -60.6% | -47.7% |
| 6M | -61.1% | +14.2% | -75.4% | -62.6% |
| YTD | -20.5% | +5.1% | -25.6% | -23.4% |
| 1Y | -32.1% | +2.1% | -34.2% | -33.9% |
| 3Y | +146.5% | -26.0% | +172.4% | +160.9% |
| 5Y | +812.7% | +9.0% | +803.8% | +744.8% |
| All | +812.7% | +9.2% | +803.5% | +744.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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