+133.4%
PSX vs MOD
+116.8%
+16.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.3% | +2.4% | -4.2% |
| 7D | -9.7% | -34.2% | +24.4% | -6.8% |
| 30D | -8.4% | -51.9% | +43.4% | -3.2% |
| 3M | +22.6% | -53.0% | +75.7% | +29.5% |
| 6M | +38.8% | -66.4% | +105.1% | +49.5% |
| YTD | +95.5% | -31.5% | +127.0% | +90.7% |
| 1Y | +87.1% | -39.6% | +126.7% | +84.6% |
| All | +133.4% | +116.8% | +16.6% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling