+3.9%
P vs MOD
-37.3%
+41.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +1.0% |
| 7D | -23.8% | -25.5% | +1.7% | -14.1% |
| 30D | -36.6% | -49.0% | +12.4% | -16.5% |
| 3M | +10.9% | -49.8% | +60.7% | +46.1% |
| 6M | +30.0% | -64.8% | +94.8% | +94.6% |
| YTD | +44.4% | -27.6% | +72.0% | +67.5% |
| 1Y | +3.9% | -35.2% | +39.1% | +24.0% |
| All | +3.9% | -37.3% | +41.2% | +24.0% |
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