-64.8%
MOD vs XE
-62.9%
-1.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +15.9% | -10.2% | +0.5% |
| 7D | -25.5% | -4.6% | -21.0% | -24.2% |
| 30D | -49.0% | -27.5% | -21.5% | -44.3% |
| 3M | -49.8% | -49.9% | +0.1% | -40.7% |
| 6M | -64.8% | -67.2% | +2.4% | -48.1% |
| All | -64.8% | -62.9% | -1.8% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling