-34.6%
MOD vs Q
+80.0%
-114.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.8% |
| 7D | +8.2% | +6.6% | +1.7% | +3.6% |
| 30D | -38.2% | +2.7% | -40.9% | -39.1% |
| 3M | -46.2% | -8.4% | -37.8% | -43.0% |
| 6M | -62.5% | -17.3% | -45.2% | -57.3% |
| YTD | -20.1% | +55.3% | -75.4% | -34.7% |
| 1Y | -29.7% | +31.5% | -61.1% | -37.6% |
| All | -34.6% | +80.0% | -114.6% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling