+112.5%
NET vs MOD
+1,486.5%
-1,374.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.2% |
| 7D | -7.0% | +9.6% | -16.6% | -9.4% |
| 30D | -4.8% | 0.0% | -4.8% | -5.0% |
| 3M | +3.8% | -35.4% | +39.2% | +15.4% |
| 6M | +50.0% | -7.3% | +57.3% | +46.8% |
| YTD | +41.5% | +45.8% | -4.3% | +17.7% |
| 1Y | +32.8% | +43.1% | -10.3% | +9.3% |
| 3Y | +335.9% | +297.7% | +38.2% | +119.1% |
| All | +112.5% | +1,486.5% | -1,374.0% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling