+297.0%
MOD vs SNY
-9.4%
+306.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | +3.6% | -3.6% | +7.2% | +3.6% |
| 30D | -2.6% | -1.4% | -1.2% | -2.6% |
| 3M | -33.1% | -4.2% | -28.9% | -33.0% |
| 6M | -7.5% | +2.0% | -9.5% | -7.6% |
| YTD | +39.3% | -6.7% | +46.0% | +39.5% |
| 1Y | +34.3% | -4.7% | +38.9% | +34.2% |
| All | +297.0% | -9.4% | +306.5% | +308.2% |
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