-14.8%
SKHY vs MOD
-58.8%
+44.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -21.4% | +16.3% | +8.5% |
| 7D | -13.1% | -31.3% | +18.2% | +9.9% |
| 30D | -26.6% | -46.1% | +19.5% | +9.7% |
| 3M | -7.3% | -51.1% | +43.8% | +48.8% |
| All | -14.8% | -58.8% | +44.0% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling