+1,514.2%
RF vs MOD
+3,565.2%
-2,051.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.3% |
| 7D | +1.3% | +9.6% | -8.3% | -1.3% |
| 30D | -3.6% | 0.0% | -3.6% | -3.9% |
| 3M | +8.1% | -35.4% | +43.5% | +19.3% |
| 6M | +11.5% | -7.3% | +18.7% | +9.0% |
| YTD | +15.6% | +45.8% | -30.2% | -2.0% |
| 1Y | +15.7% | +43.1% | -27.5% | -3.3% |
| 3Y | +86.9% | +297.7% | -210.8% | +3.9% |
| 5Y | +89.8% | +1,478.8% | -1,388.9% | -34.3% |
| 10Y | +344.7% | +1,633.4% | -1,288.7% | +25.3% |
| All | +1,514.2% | +3,565.2% | -2,051.1% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling