-62.1%
MOD vs S
+57.3%
-119.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.6% | -23.1% | -21.4% |
| 7D | -31.3% | -8.2% | -23.1% | -31.4% |
| 30D | -46.1% | -7.6% | -38.5% | -46.4% |
| 3M | -51.1% | +12.0% | -63.1% | -49.9% |
| 6M | -62.1% | +50.6% | -112.6% | -58.7% |
| All | -62.1% | +57.3% | -119.4% | -58.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling