-64.8%
MOD vs TRU
+18.3%
-83.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +4.4% |
| 7D | -25.5% | +5.7% | -31.3% | -22.5% |
| 30D | -49.0% | +29.2% | -78.2% | -41.2% |
| 3M | -49.8% | +2.7% | -52.5% | -48.5% |
| 6M | -64.8% | +15.2% | -80.0% | -61.1% |
| All | -64.8% | +18.3% | -83.0% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling