+1,569.7%
MOD vs BR
+9.8%
+1,559.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +6.3% | -5.9% | +12.3% | +8.3% |
| 30D | -1.7% | +1.9% | -3.6% | -2.7% |
| 3M | -30.1% | +14.7% | -44.8% | -34.2% |
| 6M | +2.7% | -12.8% | +15.5% | +9.1% |
| YTD | +44.1% | -23.0% | +67.1% | +63.3% |
| 1Y | +38.7% | -31.7% | +70.4% | +69.4% |
| 3Y | +309.8% | -4.8% | +314.6% | +295.7% |
| 5Y | +1,569.7% | +7.8% | +1,561.9% | +1,257.6% |
| All | +1,569.7% | +9.8% | +1,559.9% | +1,257.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling