-68.1%
SE vs MOD
+1,486.5%
-1,554.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.8% |
| 7D | -6.1% | +9.6% | -15.7% | -7.9% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +21.7% | -35.4% | +57.1% | +31.6% |
| 6M | +27.0% | -7.3% | +34.3% | +23.9% |
| YTD | -12.1% | +45.8% | -57.9% | -23.8% |
| 1Y | -40.9% | +43.1% | -84.1% | -49.3% |
| 3Y | +191.0% | +297.7% | -106.7% | +63.8% |
| All | -68.1% | +1,486.5% | -1,554.5% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling