+767.5%
MOD vs BR
+1,321.0%
-553.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +6.7% |
| 7D | +9.6% | -5.3% | +14.9% | +13.7% |
| 30D | 0.0% | +6.4% | -6.4% | -5.2% |
| 3M | -35.4% | +13.6% | -49.0% | -43.0% |
| 6M | -7.3% | -6.7% | -0.6% | -8.0% |
| YTD | +45.8% | -21.1% | +66.9% | +61.7% |
| 1Y | +43.1% | -29.6% | +72.7% | +72.9% |
| 3Y | +297.7% | -2.4% | +300.0% | +264.8% |
| 5Y | +1,478.8% | +11.2% | +1,467.5% | +1,168.8% |
| 10Y | +1,633.4% | +191.8% | +1,441.6% | +461.8% |
| All | +767.5% | +1,321.0% | -553.5% | -34.8% |
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