+40.0%
O vs MOD
+148.6%
-108.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | +1.0% |
| 7D | +3.3% | -13.9% | +17.3% | +3.1% |
| 30D | +10.3% | -41.5% | +51.9% | +9.6% |
| 3M | -3.5% | -45.7% | +42.3% | -4.2% |
| 6M | -1.3% | -61.1% | +59.8% | -2.2% |
| YTD | +10.3% | -20.5% | +30.8% | +9.8% |
| 1Y | +10.4% | -32.1% | +42.5% | +9.7% |
| 3Y | +40.0% | +146.5% | -106.5% | +19.2% |
| All | +40.0% | +148.6% | -108.6% | +19.2% |
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