-35.2%
MOD vs Q
+17.3%
-52.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +1.1% |
| 7D | -25.5% | +0.3% | -25.8% | -25.6% |
| 30D | -49.0% | -9.8% | -39.2% | -44.9% |
| 3M | -49.8% | -12.2% | -37.6% | -45.2% |
| 6M | -64.8% | -21.6% | -43.2% | -58.1% |
| YTD | -27.6% | +43.6% | -71.2% | -39.6% |
| 1Y | -35.2% | +25.7% | -60.9% | -40.7% |
| All | -35.2% | +17.3% | -52.5% | -40.7% |
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