+1,530.3%
MOD vs M
+27.3%
+1,503.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.4% |
| 7D | +9.6% | +4.7% | +4.9% | +7.9% |
| 30D | 0.0% | -9.6% | +9.7% | +3.4% |
| 3M | -35.4% | +0.9% | -36.2% | -36.0% |
| 6M | -7.3% | +22.3% | -29.5% | -14.1% |
| YTD | +45.8% | +6.5% | +39.3% | +40.6% |
| 1Y | +43.1% | +38.8% | +4.4% | +26.2% |
| 3Y | +297.7% | +115.9% | +181.8% | +185.2% |
| All | +1,530.3% | +27.3% | +1,503.0% | +1,201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling