+7.5%
SMR vs MOD
+1,741.3%
-1,733.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.8% |
| 7D | +13.1% | +3.6% | +9.5% | +11.1% |
| 30D | +17.8% | -2.6% | +20.4% | +18.8% |
| 3M | +8.1% | -33.1% | +41.2% | +28.5% |
| 6M | -11.1% | -7.5% | -3.6% | -8.8% |
| YTD | -23.7% | +39.3% | -63.0% | -36.7% |
| 1Y | -69.4% | +34.3% | -103.7% | -74.1% |
| 3Y | +82.6% | +296.2% | -213.6% | +15.7% |
| All | +7.5% | +1,741.3% | -1,733.8% | -41.8% |
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