-73.1%
SMR vs MOD
+45.0%
-118.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -2.7% |
| 7D | +4.4% | +9.6% | -5.2% | -0.5% |
| 30D | +3.4% | 0.0% | +3.4% | +3.1% |
| 3M | -19.2% | -35.4% | +16.2% | -0.8% |
| 6M | -22.6% | -7.3% | -15.4% | -20.0% |
| YTD | -31.5% | +45.8% | -77.3% | -44.2% |
| 1Y | -73.1% | +43.1% | -116.2% | -76.1% |
| All | -73.1% | +45.0% | -118.1% | -76.1% |
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 · 6 months rolling