-32.6%
MOD vs BEN
+56.2%
-88.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.7% | -26.1% | -24.2% |
| 7D | -31.3% | +6.7% | -38.1% | -34.7% |
| 30D | -46.1% | +3.0% | -49.1% | -47.4% |
| 3M | -51.1% | -4.3% | -46.8% | -49.8% |
| 6M | -62.1% | +16.4% | -78.4% | -65.8% |
| YTD | -26.2% | +46.8% | -73.0% | -42.2% |
| 1Y | -32.6% | +57.3% | -89.9% | -49.3% |
| All | -32.6% | +56.2% | -88.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling