+137.1%
MOD vs BG
+1.9%
+135.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.7% |
| 7D | -25.5% | +2.5% | -28.1% | -25.8% |
| 30D | -49.0% | -6.1% | -42.9% | -48.6% |
| 3M | -49.8% | -8.5% | -41.3% | -49.6% |
| 6M | -64.8% | -20.4% | -44.4% | -63.8% |
| YTD | -27.6% | +13.3% | -40.9% | -29.1% |
| 1Y | -35.2% | +7.3% | -42.5% | -36.2% |
| 3Y | +137.1% | +2.6% | +134.6% | +123.9% |
| All | +137.1% | +1.9% | +135.2% | +123.9% |
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