+833.2%
MOD vs SNY
+17.2%
+816.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +16.1% | +3.3% | +12.8% | +15.9% |
| 30D | -38.5% | +23.9% | -62.4% | -39.6% |
| 3M | -46.8% | +10.9% | -57.7% | -47.1% |
| 6M | -61.6% | +13.1% | -74.7% | -62.0% |
| YTD | -20.5% | +5.5% | -26.1% | -20.7% |
| 1Y | -28.0% | -1.5% | -26.5% | -27.6% |
| 3Y | +134.9% | +21.3% | +113.7% | +122.6% |
| 5Y | +833.2% | +18.3% | +814.9% | +733.1% |
| All | +833.2% | +17.2% | +816.0% | +733.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling