+38.7%
MOD vs TRU
-16.5%
+55.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.4% |
| 7D | +6.3% | -7.2% | +13.5% | +5.8% |
| 30D | -1.7% | -2.8% | +1.2% | -1.9% |
| 3M | -30.1% | +13.0% | -43.1% | -31.2% |
| 6M | +2.7% | +0.7% | +2.0% | +2.7% |
| YTD | +44.1% | -9.0% | +53.1% | +48.3% |
| 1Y | +38.7% | -16.3% | +55.0% | +37.4% |
| All | +38.7% | -16.5% | +55.3% | +37.4% |
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