+38.7%
MOD vs BR
-30.9%
+69.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -2.8% |
| 7D | +6.3% | -5.9% | +12.3% | +2.2% |
| 30D | -1.7% | +1.9% | -3.6% | 0.0% |
| 3M | -30.1% | +14.7% | -44.8% | -21.6% |
| 6M | +2.7% | -12.8% | +15.5% | +1.5% |
| YTD | +44.1% | -23.0% | +67.1% | +41.0% |
| 1Y | +38.7% | -31.7% | +70.4% | +27.7% |
| All | +38.7% | -30.9% | +69.6% | +27.7% |
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