+83.1%
PSX vs MOD
-37.3%
+120.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.5% |
| 7D | -13.1% | -25.5% | +12.4% | -13.3% |
| 30D | -9.5% | -49.0% | +39.5% | -10.4% |
| 3M | +20.2% | -49.8% | +70.0% | +19.1% |
| 6M | +44.9% | -64.8% | +109.7% | +42.3% |
| YTD | +94.4% | -27.6% | +122.0% | +87.7% |
| 1Y | +83.1% | -35.2% | +118.3% | +78.8% |
| All | +83.1% | -37.3% | +120.4% | +78.8% |
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