+281.3%
P vs MOD
+1,486.5%
-1,205.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.1% |
| 7D | +6.5% | +9.6% | -3.0% | +3.3% |
| 30D | +18.8% | 0.0% | +18.8% | +18.8% |
| 3M | +26.7% | -35.4% | +62.1% | +45.6% |
| 6M | +62.2% | -7.3% | +69.4% | +64.3% |
| YTD | +48.5% | +45.8% | +2.7% | +28.5% |
| 1Y | +26.4% | +43.1% | -16.7% | +9.3% |
| 3Y | +159.4% | +297.7% | -138.3% | +65.9% |
| All | +281.3% | +1,486.5% | -1,205.2% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling