+137.1%
MOD vs TRU
+65.0%
+72.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.4% |
| 7D | -25.5% | +5.7% | -31.3% | -27.4% |
| 30D | -49.0% | +29.2% | -78.2% | -54.7% |
| 3M | -49.8% | +2.7% | -52.5% | -51.3% |
| 6M | -64.8% | +15.2% | -80.0% | -68.8% |
| YTD | -27.6% | -4.9% | -22.8% | -29.9% |
| 1Y | -35.2% | +3.4% | -38.6% | -40.6% |
| 3Y | +137.1% | +63.2% | +74.0% | +64.3% |
| All | +137.1% | +65.0% | +72.2% | +64.3% |
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