-51.0%
MOD vs INFQ
-32.2%
-18.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.7% | +1.2% | +7.7% |
| 7D | -13.9% | +18.5% | -32.5% | -17.7% |
| 30D | -41.5% | -12.5% | -29.0% | -40.2% |
| 3M | -45.7% | -18.9% | -26.8% | -43.6% |
| 6M | -61.1% | -20.3% | -40.8% | -60.8% |
| All | -51.0% | -32.2% | -18.8% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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