+38.7%
MOD vs BG
+50.6%
-11.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.1% |
| 7D | +6.3% | +2.4% | +4.0% | +5.7% |
| 30D | -1.7% | +15.0% | -16.7% | -5.2% |
| 3M | -30.1% | -0.7% | -29.5% | -30.2% |
| 6M | +2.7% | +7.5% | -4.8% | +0.2% |
| YTD | +44.1% | +41.6% | +2.5% | +32.3% |
| 1Y | +38.7% | +50.7% | -11.9% | +22.8% |
| All | +38.7% | +50.6% | -11.9% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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