+9.1%
MOD vs BIYA
-99.9%
+109.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.7% |
| 7D | -25.5% | -10.5% | -15.1% | -25.5% |
| 30D | -49.0% | -51.7% | +2.7% | -49.0% |
| 3M | -49.8% | -60.8% | +11.0% | -49.8% |
| 6M | -64.8% | -90.6% | +25.8% | -64.9% |
| YTD | -27.6% | -97.1% | +69.5% | -26.6% |
| 1Y | -35.2% | -99.1% | +63.9% | -33.1% |
| All | +9.1% | -99.9% | +109.0% | +14.8% |
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