-50.7%
SE vs MOD
-37.3%
-13.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.2% |
| 7D | +2.0% | -25.5% | +27.6% | +3.2% |
| 30D | -20.0% | -49.0% | +29.0% | -17.2% |
| 3M | -31.8% | -49.8% | +18.0% | -29.4% |
| 6M | -15.9% | -64.8% | +48.9% | -11.6% |
| YTD | -40.6% | -27.6% | -13.0% | -41.7% |
| 1Y | -50.7% | -35.2% | -15.5% | -51.4% |
| All | -50.7% | -37.3% | -13.4% | -51.4% |
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