+113.8%
RF vs MOD
+133.8%
-20.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +4.2% |
| 7D | +2.3% | -31.3% | +33.6% | +6.8% |
| 30D | +7.2% | -46.1% | +53.4% | +15.5% |
| 3M | -8.2% | -51.1% | +42.9% | -0.1% |
| 6M | +7.0% | -62.1% | +69.1% | +19.1% |
| YTD | +10.3% | -26.2% | +36.5% | +8.5% |
| 1Y | +25.1% | -32.6% | +57.6% | +24.0% |
| All | +113.8% | +133.8% | -20.0% | +25.6% |
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