-32.6%
MOD vs ES
-1.6%
-31.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.1% | -23.5% | -20.5% |
| 7D | -31.3% | +5.3% | -36.7% | -29.6% |
| 30D | -46.1% | +8.9% | -55.0% | -44.0% |
| 3M | -51.1% | -1.9% | -49.2% | -50.9% |
| 6M | -62.1% | +3.9% | -65.9% | -61.3% |
| YTD | -26.2% | +8.3% | -34.4% | -23.7% |
| 1Y | -32.6% | -0.1% | -32.4% | -32.2% |
| All | -32.6% | -1.6% | -31.0% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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