-35.2%
MOD vs CAPR
+43.1%
-78.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.1% | +5.7% |
| 7D | -25.5% | +41.1% | -66.6% | -25.5% |
| 30D | -49.0% | +11.1% | -60.1% | -49.0% |
| 3M | -49.8% | +115.3% | -165.1% | -49.8% |
| 6M | -64.8% | -73.8% | +9.1% | -64.8% |
| YTD | -27.6% | -68.8% | +41.2% | -27.6% |
| 1Y | -35.2% | +43.3% | -78.5% | -33.1% |
| All | -35.2% | +43.1% | -78.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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