+10.3%
SLV vs MOD
-33.0%
+43.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -21.4% | +26.6% | +8.3% |
| 7D | -3.9% | -31.3% | +27.5% | +1.4% |
| 30D | -14.5% | -46.1% | +31.7% | -6.0% |
| 3M | -12.4% | -51.1% | +38.7% | -2.5% |
| 6M | -28.5% | -62.1% | +33.6% | -17.4% |
| YTD | -26.8% | -26.2% | -0.6% | -16.9% |
| 1Y | +10.3% | -32.6% | +42.9% | +27.2% |
| All | +10.3% | -33.0% | +43.3% | +27.2% |
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 · 6 months rolling