+1,082.7%
MOD vs BG
+21.9%
+1,060.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.7% | +26.2% | +27.4% |
| 7D | +40.4% | +2.6% | +37.8% | +39.7% |
| 30D | -14.0% | -6.7% | -7.3% | -12.5% |
| 3M | -33.3% | -9.3% | -24.1% | -32.1% |
| 6M | -51.4% | -18.3% | -33.1% | -49.1% |
| YTD | +1.6% | +16.2% | -14.6% | -4.0% |
| 1Y | +5.4% | +7.6% | -2.2% | +1.6% |
| 3Y | +191.0% | +6.6% | +184.4% | +172.7% |
| All | +1,082.7% | +21.9% | +1,060.8% | +868.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling