+21.2%
RF vs MOD
-37.3%
+58.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.7% |
| 7D | -0.9% | -25.5% | +24.6% | +0.5% |
| 30D | +6.0% | -49.0% | +55.0% | +10.4% |
| 3M | -8.9% | -49.8% | +40.9% | -5.2% |
| 6M | +2.3% | -64.8% | +67.1% | +8.8% |
| YTD | +7.6% | -27.6% | +35.2% | +5.1% |
| 1Y | +21.2% | -35.2% | +56.4% | +19.4% |
| All | +21.2% | -37.3% | +58.5% | +19.4% |
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