-3.7%
P vs MOD
-37.4%
+33.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.3% | -9.1% | -13.2% |
| 7D | -31.9% | -34.2% | +2.3% | -19.0% |
| 30D | -36.5% | -51.9% | +15.4% | -14.1% |
| 3M | +11.6% | -53.0% | +64.6% | +51.4% |
| 6M | +25.2% | -66.4% | +91.6% | +91.8% |
| YTD | +39.4% | -31.5% | +71.0% | +65.4% |
| 1Y | -3.7% | -39.6% | +35.9% | +18.4% |
| All | -3.7% | -37.4% | +33.7% | +18.4% |
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