+348.0%
MOD vs BG
+940.3%
-592.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +8.2% | +3.4% | +4.9% | +6.8% |
| 30D | -38.2% | -3.8% | -34.4% | -37.4% |
| 3M | -46.2% | -9.6% | -36.6% | -44.6% |
| 6M | -62.5% | -19.5% | -43.0% | -59.6% |
| YTD | -20.1% | +14.6% | -34.7% | -26.4% |
| 1Y | -29.7% | +6.6% | -36.3% | -33.3% |
| 3Y | +136.2% | +4.7% | +131.5% | +116.9% |
| 5Y | +820.4% | +22.1% | +798.3% | +666.2% |
| 10Y | +839.8% | +109.2% | +730.7% | +486.3% |
| All | +348.0% | +940.3% | -592.3% | +94.4% |
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