+124.3%
MOD vs FIVE
+35.4%
+88.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.0% | -6.1% |
| 7D | -34.2% | -1.7% | -32.4% | -34.1% |
| 30D | -51.9% | +14.9% | -66.8% | -54.2% |
| 3M | -53.0% | +7.6% | -60.7% | -54.6% |
| 6M | -66.4% | +6.4% | -72.8% | -67.7% |
| YTD | -31.5% | +28.1% | -59.6% | -38.1% |
| 1Y | -39.6% | +54.7% | -94.3% | -48.5% |
| All | +124.3% | +35.4% | +88.9% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling