-78.9%
SE vs MOD
+720.4%
-799.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.3% | +1.6% | -4.2% |
| 7D | -1.2% | -34.2% | +33.0% | +6.5% |
| 30D | -21.7% | -51.9% | +30.2% | -10.1% |
| 3M | -34.2% | -53.0% | +18.9% | -24.5% |
| 6M | -10.5% | -66.4% | +55.9% | +7.7% |
| YTD | -40.7% | -31.5% | -9.2% | -41.1% |
| 1Y | -52.1% | -39.6% | -12.5% | -51.3% |
| 3Y | +68.9% | +116.8% | -48.0% | +2.6% |
| 5Y | -78.9% | +713.8% | -792.7% | -94.4% |
| All | -78.9% | +720.4% | -799.2% | -94.4% |
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 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