-33.5%
MOD vs USFR
+4.1%
-37.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | -13.9% | +0.1% | -14.0% | -12.6% |
| 30D | -41.5% | +0.4% | -41.9% | -35.4% |
| 3M | -45.7% | +1.1% | -46.8% | -27.5% |
| 6M | -61.1% | +2.0% | -63.1% | -32.6% |
| YTD | -20.5% | +3.4% | -23.9% | +34.2% |
| All | -33.5% | +4.1% | -37.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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