+1,636.4%
MOD vs SM
+1,608.3%
+28.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.9% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | 0.0% | +26.3% | -26.3% | -5.7% |
| 3M | -35.4% | +8.7% | -44.1% | -37.5% |
| 6M | -7.3% | +51.7% | -59.0% | -18.8% |
| YTD | +45.8% | +99.0% | -53.2% | +18.9% |
| 1Y | +43.1% | +34.6% | +8.6% | +27.3% |
| 3Y | +297.7% | -7.8% | +305.4% | +281.2% |
| 5Y | +1,478.8% | +104.8% | +1,374.0% | +1,074.6% |
| 10Y | +1,633.4% | +7.2% | +1,626.1% | +819.1% |
| All | +1,636.4% | +1,608.3% | +28.1% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling