+3,565.2%
MOD vs GEN
+8,838.9%
-5,273.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.7% |
| 7D | +9.6% | -1.2% | +10.8% | +9.8% |
| 30D | 0.0% | +10.1% | -10.1% | -2.1% |
| 3M | -35.4% | +16.1% | -51.5% | -37.8% |
| 6M | -7.3% | +38.9% | -46.1% | -14.4% |
| YTD | +45.8% | +14.4% | +31.4% | +39.4% |
| 1Y | +43.1% | +5.9% | +37.3% | +38.9% |
| 3Y | +297.7% | +58.8% | +238.9% | +255.7% |
| 5Y | +1,478.8% | +24.7% | +1,454.1% | +1,360.1% |
| 10Y | +1,633.4% | +163.1% | +1,470.3% | +1,218.0% |
| All | +3,565.2% | +8,838.9% | -5,273.6% | +1,707.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling