+317.5%
MOD vs BG
+16.9%
+300.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +9.6% | +2.8% | +6.8% | +9.1% |
| 30D | 0.0% | +12.0% | -12.0% | -2.0% |
| 3M | -35.4% | -7.7% | -27.7% | -34.7% |
| 6M | -7.3% | +4.5% | -11.8% | -8.1% |
| YTD | +45.8% | +35.7% | +10.1% | +39.9% |
| 1Y | +43.1% | +50.1% | -6.9% | +35.3% |
| All | +317.5% | +16.9% | +300.7% | +284.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling