-32.6%
MOD vs SNY
+2.7%
-35.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.7% | -26.2% | -19.6% |
| 7D | -31.3% | +12.4% | -43.7% | -28.8% |
| 30D | -46.1% | +20.1% | -66.3% | -43.6% |
| 3M | -51.1% | +11.2% | -62.4% | -49.0% |
| 6M | -62.1% | +9.5% | -71.6% | -60.3% |
| YTD | -26.2% | +3.4% | -29.6% | -24.0% |
| 1Y | -32.6% | +2.0% | -34.6% | -30.3% |
| All | -32.6% | +2.7% | -35.3% | -30.3% |
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