-29.7%
MOD vs INDA
-5.2%
-24.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.8% |
| 7D | +8.2% | +3.1% | +5.1% | +5.0% |
| 30D | -38.2% | +11.3% | -49.4% | -45.9% |
| 3M | -46.2% | +3.0% | -49.2% | -47.4% |
| 6M | -62.5% | +6.5% | -69.1% | -64.9% |
| YTD | -20.1% | -4.6% | -15.6% | -10.3% |
| 1Y | -29.7% | -5.8% | -23.9% | -16.3% |
| All | -29.7% | -5.2% | -24.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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