+1,082.7%
MOD vs BR
+18.8%
+1,064.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.5% | +27.3% | +27.7% |
| 7D | +40.4% | +1.1% | +39.3% | +40.1% |
| 30D | -14.0% | +14.4% | -28.4% | -17.7% |
| 3M | -33.3% | +12.4% | -45.8% | -36.1% |
| 6M | -51.4% | +35.4% | -86.9% | -57.3% |
| YTD | +1.6% | -12.2% | +13.8% | +10.7% |
| 1Y | +5.4% | -12.7% | +18.1% | +15.4% |
| 3Y | +191.0% | +14.3% | +176.7% | +157.1% |
| All | +1,082.7% | +18.8% | +1,064.0% | +825.5% |
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