+1.3%
ROST vs MOD
-65.0%
+66.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -1.5% |
| 7D | +1.2% | -25.5% | +26.8% | +0.2% |
| 30D | +2.5% | -49.0% | +51.5% | +1.6% |
| 3M | -9.0% | -49.8% | +40.9% | -9.9% |
| 6M | +1.3% | -64.8% | +66.1% | +1.6% |
| All | +1.3% | -65.0% | +66.3% | +1.6% |
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 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