+1,530.3%
MOD vs BAH
-3.4%
+1,533.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | +9.6% | -3.2% | +12.8% | +10.4% |
| 30D | 0.0% | +2.0% | -2.0% | -0.6% |
| 3M | -35.4% | -7.6% | -27.7% | -34.1% |
| 6M | -7.3% | -5.7% | -1.6% | -7.1% |
| YTD | +45.8% | -11.7% | +57.5% | +46.7% |
| 1Y | +43.1% | -27.4% | +70.5% | +54.2% |
| 3Y | +297.7% | -32.5% | +330.2% | +324.4% |
| All | +1,530.3% | -3.4% | +1,533.7% | +1,412.3% |
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