-28.0%
MOD vs CAPR
+65.7%
-93.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.5% |
| 7D | +16.1% | +19.1% | -3.0% | +16.1% |
| 30D | -38.5% | +48.8% | -87.4% | -38.5% |
| 3M | -46.8% | +144.4% | -191.2% | -46.8% |
| 6M | -61.6% | -67.5% | +5.9% | -61.6% |
| YTD | -20.5% | -64.5% | +44.0% | -20.5% |
| 1Y | -28.0% | +74.4% | -102.5% | -25.7% |
| All | -28.0% | +65.7% | -93.7% | -25.7% |
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