+1,486.4%
MOD vs SNY
+9.1%
+1,477.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -3.9% | -3.6% | -0.3% | -3.6% |
| 30D | -9.6% | -1.9% | -7.7% | -9.4% |
| 3M | -30.6% | -2.0% | -28.6% | -30.5% |
| 6M | -10.9% | +2.5% | -13.5% | -11.4% |
| YTD | +34.3% | -7.0% | +41.2% | +35.1% |
| 1Y | +18.3% | -4.4% | +22.7% | +18.5% |
| 3Y | +281.9% | -8.4% | +290.3% | +278.5% |
| 5Y | +1,486.4% | +9.5% | +1,476.8% | +1,299.8% |
| All | +1,486.4% | +9.1% | +1,477.2% | +1,299.8% |
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