-35.2%
MOD vs S
+31.6%
-66.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.8% |
| 7D | -25.5% | -13.4% | -12.1% | -26.1% |
| 30D | -49.0% | -14.0% | -35.0% | -49.5% |
| 3M | -49.8% | +4.9% | -54.7% | -48.7% |
| 6M | -64.8% | +42.0% | -106.8% | -62.3% |
| YTD | -27.6% | +45.1% | -72.8% | -23.5% |
| 1Y | -35.2% | +33.1% | -68.3% | -30.2% |
| All | -35.2% | +31.6% | -66.8% | -30.2% |
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