+321.2%
MOD vs USFR
+14.1%
+307.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | +9.6% | +0.1% | +9.5% | +10.0% |
| 30D | 0.0% | +0.3% | -0.3% | +1.8% |
| 3M | -35.4% | +1.0% | -36.4% | -31.7% |
| 6M | -7.3% | +1.9% | -9.2% | +1.5% |
| YTD | +45.8% | +2.6% | +43.2% | +61.2% |
| 1Y | +43.1% | +4.0% | +39.1% | +62.9% |
| All | +321.2% | +14.1% | +307.1% | +595.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling