+317.5%
MOD vs TRU
+0.4%
+317.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +6.6% |
| 7D | +9.6% | -6.8% | +16.3% | +12.3% |
| 30D | 0.0% | 0.0% | 0.0% | -0.5% |
| 3M | -35.4% | +13.3% | -48.7% | -40.5% |
| 6M | -7.3% | +3.4% | -10.7% | -11.7% |
| YTD | +45.8% | -6.4% | +52.2% | +44.3% |
| 1Y | +43.1% | -9.7% | +52.8% | +43.3% |
| All | +317.5% | +0.4% | +317.1% | +348.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling