-85.6%
SMR vs MOD
-33.0%
-52.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -21.4% | +17.0% | +5.0% |
| 7D | -9.5% | -31.3% | +21.8% | +5.7% |
| 30D | -33.2% | -46.1% | +12.9% | -12.7% |
| 3M | -45.9% | -51.1% | +5.2% | -26.9% |
| 6M | -57.9% | -62.1% | +4.2% | -36.0% |
| YTD | -63.8% | -26.2% | -37.6% | -58.1% |
| 1Y | -85.6% | -32.6% | -53.0% | -82.6% |
| All | -85.6% | -33.0% | -52.6% | -82.6% |
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