+529.8%
MOD vs BAH
+1,110.0%
-580.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.4% | -7.6% |
| 7D | -34.2% | +6.0% | -40.2% | -35.6% |
| 30D | -51.9% | +31.1% | -83.0% | -56.4% |
| 3M | -53.0% | +25.2% | -78.2% | -57.0% |
| 6M | -66.4% | +18.9% | -85.3% | -69.0% |
| YTD | -31.5% | +8.3% | -39.9% | -36.4% |
| 1Y | -39.6% | +6.2% | -45.7% | -43.5% |
| 3Y | +116.8% | -22.8% | +139.6% | +122.1% |
| 5Y | +713.8% | +13.6% | +700.2% | +601.8% |
| 10Y | +882.7% | +240.2% | +642.5% | +422.6% |
| All | +529.8% | +1,110.0% | -580.2% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling