+43.1%
MOD vs RSG
-3.6%
+46.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +3.4% |
| 7D | +9.6% | +0.3% | +9.3% | +9.8% |
| 30D | 0.0% | +7.6% | -7.6% | +6.9% |
| 3M | -35.4% | +7.4% | -42.8% | -30.8% |
| 6M | -7.3% | -3.3% | -4.0% | -3.5% |
| YTD | +45.8% | +6.0% | +39.8% | +53.6% |
| 1Y | +43.1% | -3.7% | +46.8% | +45.2% |
| All | +43.1% | -3.6% | +46.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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