-35.2%
MOD vs GLXY
-58.3%
+23.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +3.9% |
| 7D | -25.5% | -14.6% | -10.9% | -20.9% |
| 30D | -49.0% | -36.2% | -12.8% | -40.9% |
| 3M | -49.8% | -30.1% | -19.7% | -43.9% |
| 6M | -64.8% | -56.1% | -8.7% | -55.8% |
| YTD | -27.6% | -38.9% | +11.3% | -24.6% |
| 1Y | -35.2% | -55.0% | +19.8% | -20.2% |
| All | -35.2% | -58.3% | +23.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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