+31.0%
O vs MOD
+300.6%
-269.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.8% |
| 7D | -0.7% | +9.6% | -10.3% | -0.7% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +3.8% | -35.4% | +39.2% | +3.8% |
| 6M | -4.7% | -7.3% | +2.5% | -4.9% |
| YTD | +12.5% | +45.8% | -33.3% | +12.4% |
| 1Y | +10.8% | +43.1% | -32.3% | +10.8% |
| All | +31.0% | +300.6% | -269.6% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling