-45.9%
SMR vs MOD
+951.0%
-996.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.9% | -2.8% | +2.6% |
| 7D | +1.7% | -13.9% | +15.6% | +8.0% |
| 30D | -24.4% | -41.5% | +17.1% | -4.5% |
| 3M | -44.6% | -45.7% | +1.1% | -28.4% |
| 6M | -56.7% | -61.1% | +4.5% | -35.1% |
| YTD | -61.6% | -20.5% | -41.1% | -59.6% |
| 1Y | -82.1% | -32.1% | -49.9% | -79.8% |
| 3Y | +161.5% | +146.5% | +15.1% | +107.5% |
| All | -45.9% | +951.0% | -996.9% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling