+17.5%
P vs MOD
-33.0%
+50.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -21.4% | +16.4% | +4.0% |
| 7D | -19.4% | -31.3% | +12.0% | -6.3% |
| 30D | -22.3% | -46.1% | +23.8% | -0.2% |
| 3M | +33.2% | -51.1% | +84.3% | +76.5% |
| 6M | +53.6% | -62.1% | +115.7% | +123.8% |
| YTD | +66.8% | -26.2% | +93.0% | +90.4% |
| 1Y | +17.5% | -32.6% | +50.1% | +36.4% |
| All | +17.5% | -33.0% | +50.5% | +36.4% |
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