+96.9%
PSX vs MOD
-33.0%
+129.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -21.4% | +16.9% | -4.6% |
| 7D | -5.2% | -31.3% | +26.2% | -5.6% |
| 30D | -3.7% | -46.1% | +42.4% | -4.6% |
| 3M | +26.8% | -51.1% | +77.9% | +25.4% |
| 6M | +47.3% | -62.1% | +109.4% | +44.5% |
| YTD | +105.4% | -26.2% | +131.6% | +98.6% |
| 1Y | +96.9% | -32.6% | +129.5% | +92.8% |
| All | +96.9% | -33.0% | +129.9% | +92.8% |
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