+393.2%
SE vs MOD
+373.8%
+19.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -21.4% | +25.9% | +8.1% |
| 7D | +6.7% | -31.3% | +38.0% | +13.0% |
| 30D | -17.2% | -46.1% | +28.9% | -8.6% |
| 3M | -28.0% | -51.1% | +23.1% | -19.6% |
| 6M | -6.1% | -62.1% | +55.9% | +7.6% |
| YTD | -37.1% | -26.2% | -11.0% | -37.4% |
| 1Y | -48.8% | -32.6% | -16.2% | -48.4% |
| 3Y | +79.0% | +133.8% | -54.8% | +31.6% |
| 5Y | -77.5% | +792.8% | -870.3% | -87.8% |
| All | +393.2% | +373.8% | +19.3% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling