+537.3%
MOD vs BBAI
-77.8%
+615.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | -14.6% | -10.9% | -24.9% |
| 30D | -49.0% | -11.6% | -37.4% | -48.7% |
| 3M | -49.8% | -26.2% | -23.6% | -48.9% |
| 6M | -64.8% | -49.2% | -15.6% | -63.5% |
| YTD | -27.6% | -58.9% | +31.3% | -24.6% |
| 1Y | -35.2% | -60.8% | +25.6% | -32.4% |
| 3Y | +137.1% | +51.0% | +86.1% | +127.4% |
| 5Y | +760.3% | -77.7% | +838.0% | +616.2% |
| All | +537.3% | -77.8% | +615.1% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling