+26.4%
P vs MOD
+45.0%
-18.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.3% |
| 7D | +6.5% | +9.6% | -3.0% | +2.7% |
| 30D | +18.8% | 0.0% | +18.8% | +18.7% |
| 3M | +26.7% | -35.4% | +62.1% | +48.1% |
| 6M | +62.2% | -7.3% | +69.4% | +66.7% |
| YTD | +48.5% | +45.8% | +2.7% | +29.3% |
| 1Y | +26.4% | +43.1% | -16.7% | +12.0% |
| All | +26.4% | +45.0% | -18.6% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling