-33.5%
MOD vs S
+38.4%
-71.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.0% | +1.8% | +10.1% |
| 7D | -13.9% | +1.6% | -15.5% | -14.0% |
| 30D | -41.5% | -10.5% | -31.1% | -42.3% |
| 3M | -45.7% | +9.9% | -55.6% | -44.7% |
| 6M | -61.1% | +41.8% | -102.9% | -58.5% |
| YTD | -20.5% | +56.8% | -77.3% | -15.6% |
| All | -33.5% | +38.4% | -71.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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