+43.1%
MOD vs SM
+36.8%
+6.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.0% |
| 7D | +9.6% | -0.5% | +10.1% | +9.5% |
| 30D | 0.0% | +25.6% | -25.5% | +2.3% |
| 3M | -35.4% | +8.0% | -43.4% | -34.0% |
| 6M | -7.3% | +50.8% | -58.1% | -7.2% |
| YTD | +45.8% | +97.9% | -52.1% | +40.7% |
| 1Y | +43.1% | +33.8% | +9.3% | +48.9% |
| All | +43.1% | +36.8% | +6.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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