-35.5%
MOD vs Q
+30.6%
-66.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.0% |
| 7D | -17.8% | +4.0% | -21.8% | -20.0% |
| 30D | -43.2% | -2.3% | -40.9% | -42.0% |
| 3M | -46.0% | -7.9% | -38.1% | -43.0% |
| 6M | -62.2% | -16.0% | -46.3% | -57.2% |
| YTD | -22.8% | +51.7% | -74.5% | -38.5% |
| 1Y | -35.5% | +28.3% | -63.8% | -43.2% |
| All | -35.5% | +30.6% | -66.1% | -43.2% |
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