-32.6%
MOD vs BR
-14.2%
-18.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.0% | -24.4% | -19.1% |
| 7D | -31.3% | +7.0% | -38.3% | -27.3% |
| 30D | -46.1% | +19.0% | -65.1% | -38.4% |
| 3M | -51.1% | +13.1% | -64.2% | -45.8% |
| 6M | -62.1% | +24.6% | -86.7% | -53.2% |
| YTD | -26.2% | -13.6% | -12.6% | -20.5% |
| 1Y | -32.6% | -13.1% | -19.4% | -25.2% |
| All | -32.6% | -14.2% | -18.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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