-51.4%
MOD vs SNY
+13.9%
-65.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.2% | +28.0% | +27.7% |
| 7D | +40.4% | +2.8% | +37.6% | +43.1% |
| 30D | -14.0% | +21.6% | -35.6% | -1.8% |
| 3M | -33.3% | +10.5% | -43.8% | -26.6% |
| 6M | -51.4% | +14.0% | -65.4% | -45.4% |
| All | -51.4% | +13.9% | -65.3% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling