+328.3%
MOD vs BR
+1,465.0%
-1,136.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +7.0% |
| 7D | -25.5% | +6.5% | -32.0% | -29.5% |
| 30D | -49.0% | +18.9% | -67.9% | -55.8% |
| 3M | -49.8% | +16.3% | -66.1% | -56.3% |
| 6M | -64.8% | +26.2% | -91.0% | -72.1% |
| YTD | -27.6% | -13.1% | -14.5% | -26.7% |
| 1Y | -35.2% | -10.5% | -24.7% | -35.9% |
| 3Y | +137.1% | +13.3% | +123.8% | +90.1% |
| 5Y | +760.3% | +19.9% | +740.4% | +547.7% |
| 10Y | +938.8% | +254.2% | +684.6% | +181.9% |
| All | +328.3% | +1,465.0% | -1,136.7% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling