+1,269.9%
PAAS vs MOD
+771.1%
+498.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -2.9% |
| 7D | -2.9% | +9.6% | -12.5% | -3.9% |
| 30D | +6.8% | 0.0% | +6.8% | +6.7% |
| 3M | -2.9% | -35.4% | +32.5% | +1.3% |
| 6M | -16.4% | -7.3% | -9.2% | -16.4% |
| YTD | 0.0% | +45.8% | -45.8% | -5.0% |
| 1Y | +54.3% | +43.1% | +11.2% | +46.3% |
| 3Y | +230.7% | +297.7% | -67.0% | +172.0% |
| 5Y | +111.6% | +1,478.8% | -1,367.1% | +47.2% |
| 10Y | +211.7% | +1,633.4% | -1,421.7% | +95.3% |
| All | +1,269.9% | +771.1% | +498.7% | +749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling