+40.4%
MOD vs BN
-8.9%
+49.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | +9.6% | -2.5% | +12.1% | +12.0% |
| 30D | 0.0% | -9.5% | +9.5% | +9.4% |
| 3M | -35.4% | -10.4% | -25.0% | -28.6% |
| 6M | -7.3% | -6.4% | -0.9% | -2.3% |
| YTD | +45.8% | -11.9% | +57.7% | +57.8% |
| All | +40.4% | -8.9% | +49.3% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling