-32.6%
MOD vs COMP
+23.8%
-56.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.7% | -29.2% | -22.4% |
| 7D | -31.3% | +9.5% | -40.8% | -32.4% |
| 30D | -46.1% | +8.1% | -54.2% | -47.0% |
| 3M | -51.1% | -16.3% | -34.8% | -49.8% |
| 6M | -62.1% | +42.2% | -104.3% | -65.7% |
| YTD | -26.2% | -5.0% | -21.2% | -29.8% |
| 1Y | -32.6% | +20.1% | -52.7% | -38.7% |
| All | -32.6% | +23.8% | -56.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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