+124.3%
MOD vs SM
-20.8%
+145.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.6% | -2.7% | -5.9% |
| 7D | -34.2% | -25.1% | -9.0% | -28.2% |
| 30D | -51.9% | -15.6% | -36.3% | -49.2% |
| 3M | -53.0% | +2.7% | -55.7% | -53.6% |
| 6M | -66.4% | -3.8% | -62.5% | -66.8% |
| YTD | -31.5% | +61.8% | -93.4% | -47.7% |
| 1Y | -39.6% | +71.4% | -110.9% | -55.4% |
| All | +124.3% | -20.8% | +145.1% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling