+1,073.4%
MOD vs S
-56.8%
+1,130.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +9.6% | -7.7% | +17.3% | +10.8% |
| 30D | 0.0% | -5.3% | +5.4% | +0.5% |
| 3M | -35.4% | +20.3% | -55.6% | -37.6% |
| 6M | -7.3% | +47.4% | -54.6% | -14.1% |
| YTD | +45.8% | +32.5% | +13.3% | +36.7% |
| 1Y | +43.1% | +9.5% | +33.6% | +38.2% |
| 3Y | +297.7% | +15.5% | +282.2% | +285.3% |
| 5Y | +1,478.8% | -71.2% | +1,550.0% | +1,468.1% |
| All | +1,073.4% | -56.8% | +1,130.1% | +1,039.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling