+599.9%
MOD vs BBAI
-79.3%
+679.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.0% | +9.5% | +0.1% |
| 7D | +16.1% | -6.8% | +22.9% | +16.6% |
| 30D | -38.5% | -13.4% | -25.1% | -38.0% |
| 3M | -46.8% | -36.5% | -10.3% | -45.4% |
| 6M | -61.6% | -50.6% | -11.0% | -60.1% |
| YTD | -20.5% | -61.7% | +41.1% | -16.9% |
| 1Y | -28.0% | -71.1% | +43.1% | -23.7% |
| 3Y | +134.9% | +32.7% | +102.3% | +126.4% |
| 5Y | +833.2% | -79.2% | +912.4% | +678.8% |
| All | +599.9% | -79.3% | +679.2% | +504.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling