+43.1%
MOD vs ROIV
+177.7%
-134.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.9% |
| 7D | +9.6% | +0.6% | +9.0% | +9.4% |
| 30D | 0.0% | +1.0% | -0.9% | -0.4% |
| 3M | -35.4% | +18.3% | -53.7% | -37.6% |
| 6M | -7.3% | +18.3% | -25.6% | -11.0% |
| YTD | +45.8% | +61.0% | -15.2% | +35.6% |
| 1Y | +43.1% | +177.9% | -134.7% | +30.3% |
| All | +43.1% | +177.7% | -134.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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