-35.5%
MOD vs BR
-10.5%
-24.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.6% |
| 7D | -17.8% | +5.0% | -22.8% | -13.9% |
| 30D | -43.2% | +16.6% | -59.9% | -35.6% |
| 3M | -46.0% | +12.0% | -58.0% | -40.2% |
| 6M | -62.2% | +30.7% | -93.0% | -51.7% |
| YTD | -22.8% | -11.9% | -10.9% | -17.3% |
| 1Y | -35.5% | -11.6% | -23.9% | -31.1% |
| All | -35.5% | -10.5% | -24.9% | -31.1% |
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