+38.8%
PSX vs MOD
-65.4%
+104.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.3% | +2.4% | -4.8% |
| 7D | -9.7% | -34.2% | +24.4% | -10.4% |
| 30D | -8.4% | -51.9% | +43.4% | -10.2% |
| 3M | +22.6% | -53.0% | +75.7% | +20.3% |
| 6M | +38.8% | -66.4% | +105.1% | +32.3% |
| All | +38.8% | -65.4% | +104.2% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling