+14.5%
NET vs MOD
-33.0%
+47.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.4% | +18.9% | +0.1% |
| 7D | -16.4% | -31.3% | +15.0% | -12.6% |
| 30D | -25.8% | -46.1% | +20.3% | -20.6% |
| 3M | -11.5% | -51.1% | +39.6% | -4.6% |
| 6M | +18.9% | -62.1% | +81.0% | +30.7% |
| YTD | +35.2% | -26.2% | +61.4% | +38.7% |
| 1Y | +14.5% | -32.6% | +47.0% | +17.0% |
| All | +14.5% | -33.0% | +47.4% | +17.0% |
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