+905.5%
MOD vs SNY
+253.7%
+651.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +9.6% | -1.3% | +10.9% | +10.3% |
| 30D | 0.0% | +3.4% | -3.4% | -1.8% |
| 3M | -35.4% | -0.3% | -35.1% | -35.9% |
| 6M | -7.3% | +1.0% | -8.3% | -8.9% |
| YTD | +45.8% | -3.6% | +49.4% | +46.4% |
| 1Y | +43.1% | +3.0% | +40.1% | +38.0% |
| 3Y | +297.7% | -4.3% | +302.0% | +273.1% |
| 5Y | +1,478.8% | +5.2% | +1,473.6% | +1,254.3% |
| 10Y | +1,633.4% | +70.2% | +1,563.2% | +923.2% |
| All | +905.5% | +253.7% | +651.8% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling