-29.7%
MOD vs GEN
+18.5%
-48.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +4.0% |
| 7D | +8.2% | -0.8% | +9.0% | +8.0% |
| 30D | -38.2% | +31.2% | -69.4% | -34.4% |
| 3M | -46.2% | +6.1% | -52.3% | -45.6% |
| 6M | -62.5% | +38.1% | -100.7% | -60.3% |
| YTD | -20.1% | +14.4% | -34.5% | -21.6% |
| 1Y | -29.7% | +15.1% | -44.8% | -31.3% |
| All | -29.7% | +18.5% | -48.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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