+792.8%
MOD vs COMP
-21.4%
+814.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.7% | -29.2% | -22.7% |
| 7D | -31.3% | +9.5% | -40.8% | -32.7% |
| 30D | -46.1% | +8.1% | -54.2% | -47.2% |
| 3M | -51.1% | -16.3% | -34.8% | -50.1% |
| 6M | -62.1% | +42.2% | -104.3% | -65.1% |
| YTD | -26.2% | -5.0% | -21.2% | -28.0% |
| 1Y | -32.6% | +20.1% | -52.7% | -36.9% |
| 3Y | +133.8% | +358.4% | -224.6% | +70.9% |
| 5Y | +792.8% | -21.9% | +814.7% | +671.5% |
| All | +792.8% | -21.4% | +814.2% | +671.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling