-48.0%
SE vs MOD
-33.2%
-14.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -3.8% |
| 7D | -7.7% | +8.2% | -16.0% | -8.1% |
| 30D | -22.8% | -38.2% | +15.3% | -21.2% |
| 3M | -43.7% | -46.2% | +2.5% | -42.2% |
| 6M | -12.8% | -62.5% | +49.7% | -9.0% |
| YTD | -42.0% | -20.1% | -21.9% | -42.6% |
| 1Y | -48.0% | -29.7% | -18.3% | -48.2% |
| All | -48.0% | -33.2% | -14.9% | -48.2% |
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