+302.5%
PSX vs MOD
+1,086.9%
-784.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.1% | -1.9% |
| 7D | +7.8% | +40.4% | -32.6% | +4.0% |
| 30D | -10.9% | -14.0% | +3.1% | -10.3% |
| 3M | +14.5% | -33.3% | +47.8% | +17.7% |
| 6M | +56.1% | -51.4% | +107.5% | +64.0% |
| YTD | +109.6% | +1.6% | +108.0% | +98.6% |
| 1Y | +95.5% | +5.4% | +90.1% | +83.7% |
| 3Y | +156.2% | +191.0% | -34.8% | +100.6% |
| All | +302.5% | +1,086.9% | -784.4% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling