-59.1%
MOD vs XE
-63.6%
+4.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | -17.8% | -0.1% | -17.7% | -17.7% |
| 30D | -43.2% | -20.0% | -23.2% | -40.4% |
| 3M | -46.0% | -46.9% | +0.8% | -39.3% |
| 6M | -62.2% | -63.7% | +1.4% | -55.2% |
| All | -59.1% | -63.6% | +4.5% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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