+96.1%
PSX vs MOD
-30.7%
+126.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.6% |
| 7D | +6.4% | +16.1% | -9.7% | +6.3% |
| 30D | -10.2% | -38.5% | +28.3% | -10.9% |
| 3M | +17.2% | -46.8% | +64.0% | +15.9% |
| 6M | +51.8% | -61.6% | +113.4% | +48.9% |
| YTD | +108.0% | -20.5% | +128.5% | +100.5% |
| 1Y | +96.1% | -28.0% | +124.1% | +90.9% |
| All | +96.1% | -30.7% | +126.8% | +90.9% |
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