+38.1%
O vs MOD
+129.2%
-91.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.7% |
| 7D | +3.7% | -25.5% | +29.3% | +3.2% |
| 30D | +11.2% | -49.0% | +60.2% | +10.1% |
| 3M | -4.0% | -49.8% | +45.8% | -4.9% |
| 6M | -5.2% | -64.8% | +59.5% | -6.3% |
| YTD | +9.5% | -27.6% | +37.1% | +8.7% |
| 1Y | +10.6% | -35.2% | +45.8% | +9.8% |
| 3Y | +38.1% | +137.1% | -99.0% | +16.7% |
| All | +38.1% | +129.2% | -91.1% | +16.7% |
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