+1,755.7%
MOD vs PR
+169.5%
+1,586.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.6% |
| 7D | +9.6% | +2.9% | +6.7% | +8.9% |
| 30D | 0.0% | +18.0% | -18.0% | -3.5% |
| 3M | -35.4% | +16.9% | -52.2% | -37.7% |
| 6M | -7.3% | +28.2% | -35.5% | -12.9% |
| YTD | +45.8% | +69.3% | -23.5% | +29.3% |
| 1Y | +43.1% | +69.5% | -26.4% | +26.4% |
| 3Y | +297.7% | +81.7% | +216.0% | +247.0% |
| 5Y | +1,478.8% | +422.2% | +1,056.5% | +980.4% |
| 10Y | +1,633.4% | +110.4% | +1,523.0% | +963.1% |
| All | +1,755.7% | +169.5% | +1,586.2% | +1,060.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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