-69.7%
RAM vs MOD
-64.5%
-5.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -21.4% | +11.1% | +19.6% |
| 7D | -31.3% | -31.3% | +0.1% | +15.3% |
| 30D | -49.4% | -46.1% | -3.3% | +25.8% |
| 3M | -41.4% | -51.1% | +9.8% | +71.3% |
| All | -69.7% | -64.5% | -5.2% | +88.9% |
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 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 · Available span rolling