+39.2%
O vs MOD
+116.8%
-77.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.7% | +0.3% |
| 7D | +4.5% | -34.2% | +38.7% | +3.8% |
| 30D | +10.2% | -51.9% | +62.1% | +9.0% |
| 3M | -3.8% | -53.0% | +49.3% | -4.8% |
| 6M | -3.8% | -66.4% | +62.5% | -5.1% |
| YTD | +10.3% | -31.5% | +41.9% | +9.5% |
| 1Y | +11.9% | -39.6% | +51.4% | +10.9% |
| All | +39.2% | +116.8% | -77.6% | +17.5% |
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