-11.7%
MOS vs MOD
-37.4%
+25.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +3.0% |
| 7D | +22.5% | -34.2% | +56.6% | +22.0% |
| 30D | +6.6% | -51.9% | +58.5% | +7.4% |
| 3M | -3.8% | -53.0% | +49.2% | -3.1% |
| 6M | -2.2% | -66.4% | +64.1% | -0.2% |
| YTD | -4.8% | -31.5% | +26.8% | -0.8% |
| 1Y | -11.7% | -39.6% | +27.9% | -9.6% |
| All | -11.7% | -37.4% | +25.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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