+34.3%
MOD vs BEN
+45.3%
-11.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.4% |
| 7D | +3.6% | +3.4% | +0.2% | +1.6% |
| 30D | -2.6% | +1.8% | -4.4% | -3.7% |
| 3M | -33.1% | +8.4% | -41.5% | -36.6% |
| 6M | -7.5% | +35.6% | -43.1% | -23.2% |
| YTD | +39.3% | +46.4% | -7.1% | +14.0% |
| 1Y | +34.3% | +46.3% | -12.1% | +5.0% |
| All | +34.3% | +45.3% | -11.1% | +5.0% |
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