+43.1%
MOD vs SNY
+2.0%
+41.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +9.6% | -1.3% | +10.9% | +9.7% |
| 30D | 0.0% | +3.4% | -3.4% | -0.1% |
| 3M | -35.4% | -0.3% | -35.1% | -35.0% |
| 6M | -7.3% | +1.0% | -8.3% | -7.2% |
| YTD | +45.8% | -3.6% | +49.4% | +46.6% |
| 1Y | +43.1% | +3.0% | +40.1% | +35.5% |
| All | +43.1% | +2.0% | +41.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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