-48.8%
SE vs MOD
-33.0%
-15.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -21.4% | +25.9% | +5.4% |
| 7D | +6.7% | -31.3% | +38.0% | +8.6% |
| 30D | -17.2% | -46.1% | +28.9% | -14.5% |
| 3M | -28.0% | -51.1% | +23.1% | -25.4% |
| 6M | -6.1% | -62.1% | +55.9% | -2.1% |
| YTD | -37.1% | -26.2% | -11.0% | -38.5% |
| 1Y | -48.8% | -32.6% | -16.2% | -49.9% |
| All | -48.8% | -33.0% | -15.8% | -49.9% |
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 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