-32.6%
MOD vs M
+36.6%
-69.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.6% | -29.1% | -23.2% |
| 7D | -31.3% | +8.3% | -39.6% | -33.0% |
| 30D | -46.1% | +14.2% | -60.3% | -48.6% |
| 3M | -51.1% | -1.1% | -50.0% | -51.0% |
| 6M | -62.1% | +36.6% | -98.7% | -67.6% |
| YTD | -26.2% | +19.8% | -46.0% | -34.7% |
| 1Y | -32.6% | +37.2% | -69.7% | -44.7% |
| All | -32.6% | +36.6% | -69.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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