+127.6%
MOD vs SNY
+22.7%
+104.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +16.1% | +3.3% | +12.8% | +16.6% |
| 30D | -38.5% | +23.9% | -62.4% | -37.1% |
| 3M | -46.8% | +10.9% | -57.7% | -45.8% |
| 6M | -61.6% | +13.1% | -74.7% | -60.8% |
| YTD | -20.5% | +5.5% | -26.1% | -19.2% |
| 1Y | -28.0% | -1.5% | -26.5% | -27.1% |
| All | +127.6% | +22.7% | +104.8% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling