+127.6%
MOD vs INDA
+17.0%
+110.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.4% |
| 7D | +16.1% | +3.1% | +13.0% | +12.2% |
| 30D | -38.5% | +9.1% | -47.6% | -45.3% |
| 3M | -46.8% | +3.2% | -50.0% | -49.0% |
| 6M | -61.6% | +8.5% | -70.1% | -65.4% |
| YTD | -20.5% | -4.6% | -15.9% | -15.8% |
| 1Y | -28.0% | -5.5% | -22.5% | -22.5% |
| All | +127.6% | +17.0% | +110.5% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling