-62.1%
MOD vs ES
+2.2%
-64.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.1% | -23.5% | -19.6% |
| 7D | -31.3% | +5.3% | -36.7% | -28.1% |
| 30D | -46.1% | +8.9% | -55.0% | -42.3% |
| 3M | -51.1% | -1.9% | -49.2% | -50.9% |
| 6M | -62.1% | +3.9% | -65.9% | -61.5% |
| All | -62.1% | +2.2% | -64.2% | -61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling