+589.4%
SE vs MOD
+835.9%
-246.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.7% |
| 7D | -6.1% | +9.6% | -15.7% | -7.7% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +21.7% | -35.4% | +57.1% | +30.0% |
| 6M | +27.0% | -7.3% | +34.3% | +24.9% |
| YTD | -12.1% | +45.8% | -57.9% | -21.4% |
| 1Y | -40.9% | +43.1% | -84.1% | -47.5% |
| 3Y | +191.0% | +297.7% | -106.7% | +97.7% |
| 5Y | -68.3% | +1,478.8% | -1,547.0% | -84.3% |
| All | +589.4% | +835.9% | -246.5% | +228.5% |
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