+89.1%
PSX vs MOD
-33.2%
+122.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +3.1% |
| 7D | -0.4% | +8.2% | -8.6% | -0.4% |
| 30D | -8.1% | -38.2% | +30.1% | -8.8% |
| 3M | +15.9% | -46.2% | +62.1% | +14.8% |
| 6M | +49.4% | -62.5% | +111.9% | +46.8% |
| YTD | +104.7% | -20.1% | +124.8% | +96.7% |
| 1Y | +89.1% | -29.7% | +118.8% | +83.4% |
| All | +89.1% | -33.2% | +122.3% | +83.4% |
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