+200.4%
SE vs MOD
+300.6%
-100.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.5% |
| 7D | -6.1% | +9.6% | -15.7% | -7.3% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +21.7% | -35.4% | +57.1% | +28.5% |
| 6M | +27.0% | -7.3% | +34.3% | +24.7% |
| YTD | -12.1% | +45.8% | -57.9% | -20.4% |
| 1Y | -40.9% | +43.1% | -84.1% | -46.8% |
| All | +200.4% | +300.6% | -100.2% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling