+734.2%
MOD vs BG
+1,131.5%
-397.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.8% |
| 7D | +9.6% | +2.8% | +6.8% | +8.2% |
| 30D | 0.0% | +12.0% | -12.0% | -5.1% |
| 3M | -35.4% | -7.7% | -27.7% | -33.4% |
| 6M | -7.3% | +4.5% | -11.8% | -10.1% |
| YTD | +45.8% | +35.7% | +10.1% | +26.3% |
| 1Y | +43.1% | +50.1% | -6.9% | +17.7% |
| 3Y | +297.7% | +12.6% | +285.1% | +257.5% |
| 5Y | +1,478.8% | +75.4% | +1,403.3% | +1,030.6% |
| 10Y | +1,633.4% | +150.5% | +1,482.9% | +900.9% |
| All | +734.2% | +1,131.5% | -397.3% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling