-53.7%
SMR vs MOD
+1,243.2%
-1,296.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +27.9% | -31.2% | -15.5% |
| 7D | -8.3% | +40.4% | -48.7% | -23.2% |
| 30D | -20.1% | -14.0% | -6.1% | -17.3% |
| 3M | -52.7% | -33.3% | -19.4% | -45.6% |
| 6M | -61.0% | -51.4% | -9.6% | -48.6% |
| YTD | -67.1% | +1.6% | -68.7% | -69.8% |
| 1Y | -79.9% | +5.4% | -85.3% | -81.8% |
| 3Y | +101.7% | +191.0% | -89.3% | +41.8% |
| All | -53.7% | +1,243.2% | -1,296.8% | -72.2% |
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