+3.2%
MOD vs BIYA
-99.9%
+103.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.6% | +0.3% | -7.3% |
| 7D | -34.2% | -10.6% | -23.6% | -34.1% |
| 30D | -51.9% | -19.4% | -32.5% | -51.8% |
| 3M | -53.0% | -61.5% | +8.5% | -53.1% |
| 6M | -66.4% | -91.5% | +25.2% | -66.5% |
| YTD | -31.5% | -97.2% | +65.6% | -30.6% |
| 1Y | -39.6% | -98.4% | +58.8% | -38.4% |
| All | +3.2% | -99.9% | +103.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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