+22.1%
MOD vs SNY
-4.6%
+26.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -3.9% | -3.6% | -0.3% | -3.7% |
| 30D | -9.6% | -1.9% | -7.7% | -9.5% |
| 3M | -30.6% | -2.0% | -28.6% | -30.4% |
| 6M | -10.9% | +2.5% | -13.5% | -12.1% |
| YTD | +34.3% | -7.0% | +41.2% | +35.5% |
| All | +22.1% | -4.6% | +26.7% | +19.4% |
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