-66.4%
MOD vs BAH
+15.9%
-82.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.4% | -6.9% |
| 7D | -34.2% | +6.0% | -40.2% | -32.8% |
| 30D | -51.9% | +31.1% | -83.0% | -48.4% |
| 3M | -53.0% | +25.2% | -78.2% | -50.0% |
| 6M | -66.4% | +18.9% | -85.3% | -62.1% |
| All | -66.4% | +15.9% | -82.2% | -62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling