+177.1%
SLV vs MOD
+300.6%
-123.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | -0.3% | +9.6% | -9.9% | -1.2% |
| 30D | +6.7% | 0.0% | +6.7% | +6.6% |
| 3M | -10.7% | -35.4% | +24.7% | -7.6% |
| 6M | -20.6% | -7.3% | -13.3% | -20.0% |
| YTD | -7.1% | +45.8% | -52.9% | -8.9% |
| 1Y | +62.0% | +43.1% | +18.8% | +58.9% |
| All | +177.1% | +300.6% | -123.5% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling