-28.0%
MOD vs TRU
-1.2%
-26.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.8% |
| 7D | +16.1% | -2.2% | +18.3% | +15.5% |
| 30D | -38.5% | +20.2% | -58.7% | -36.6% |
| 3M | -46.8% | +2.2% | -49.1% | -45.9% |
| 6M | -61.6% | +17.6% | -79.2% | -61.3% |
| YTD | -20.5% | -5.0% | -15.6% | -13.8% |
| 1Y | -28.0% | -1.0% | -27.1% | -25.2% |
| All | -28.0% | -1.2% | -26.8% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling