+1.5%
SLV vs MOD
-35.8%
+37.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | +3.7% | -17.8% | +21.5% | +5.9% |
| 30D | -15.2% | -43.2% | +28.1% | -7.7% |
| 3M | -21.8% | -46.0% | +24.3% | -14.4% |
| 6M | -36.3% | -62.2% | +25.9% | -26.8% |
| YTD | -27.8% | -22.8% | -5.0% | -18.5% |
| 1Y | +1.5% | -35.5% | +37.0% | +17.6% |
| All | +1.5% | -35.8% | +37.3% | +17.6% |
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