+43.1%
MOD vs ES
+16.6%
+26.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.1% |
| 7D | +9.6% | +0.3% | +9.3% | +9.7% |
| 30D | 0.0% | -2.0% | +2.0% | -0.5% |
| 3M | -35.4% | +1.7% | -37.0% | -35.2% |
| 6M | -7.3% | -3.5% | -3.7% | -8.7% |
| YTD | +45.8% | +7.9% | +37.9% | +47.9% |
| 1Y | +43.1% | +17.2% | +26.0% | +49.3% |
| All | +43.1% | +16.6% | +26.6% | +49.3% |
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