-32.6%
MOD vs Q
+19.7%
-52.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.1% | -21.3% | -21.4% |
| 7D | -31.3% | -3.3% | -28.1% | -29.6% |
| 30D | -46.1% | -9.7% | -36.4% | -42.0% |
| 3M | -51.1% | -16.1% | -35.0% | -44.9% |
| 6M | -62.1% | -15.7% | -46.4% | -57.0% |
| YTD | -26.2% | +45.7% | -71.9% | -38.2% |
| 1Y | -32.6% | +18.0% | -50.6% | -35.3% |
| All | -32.6% | +19.7% | -52.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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