+86.2%
PSX vs MOD
-35.8%
+122.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.9% |
| 7D | -7.8% | -17.8% | +10.0% | -7.9% |
| 30D | -9.9% | -43.2% | +33.4% | -10.7% |
| 3M | +16.9% | -46.0% | +63.0% | +15.9% |
| 6M | +48.0% | -62.2% | +110.2% | +45.3% |
| YTD | +98.3% | -22.8% | +121.1% | +91.4% |
| 1Y | +86.2% | -35.5% | +121.6% | +80.9% |
| All | +86.2% | -35.8% | +122.0% | +80.9% |
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