+502.8%
MOD vs BBAI
-77.8%
+580.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.3% | +6.0% | -6.5% |
| 7D | -34.2% | -16.9% | -17.3% | -33.4% |
| 30D | -51.9% | -14.0% | -37.9% | -51.5% |
| 3M | -53.0% | -26.7% | -26.3% | -52.2% |
| 6M | -66.4% | -46.4% | -20.0% | -65.2% |
| YTD | -31.5% | -58.9% | +27.3% | -28.7% |
| 1Y | -39.6% | -63.8% | +24.2% | -36.7% |
| 3Y | +116.8% | +54.2% | +62.7% | +107.8% |
| 5Y | +713.8% | -77.7% | +791.5% | +577.5% |
| All | +502.8% | -77.8% | +580.6% | +418.6% |
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