+119.8%
MOD vs BIYA
-99.8%
+219.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.3% |
| 7D | +9.6% | +1.3% | +8.2% | +9.6% |
| 30D | 0.0% | -21.0% | +21.0% | 0.0% |
| 3M | -35.4% | -74.3% | +38.9% | -35.6% |
| 6M | -7.3% | -84.6% | +77.4% | -7.2% |
| YTD | +45.8% | -94.2% | +140.0% | +47.9% |
| 1Y | +43.1% | -98.2% | +141.4% | +48.5% |
| All | +119.8% | -99.8% | +219.5% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling