-81.4%
SMR vs MOD
-30.7%
-50.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.6% |
| 7D | +10.3% | +16.1% | -5.8% | +3.1% |
| 30D | -25.7% | -38.5% | +12.8% | -8.4% |
| 3M | -49.7% | -46.8% | -2.9% | -34.4% |
| 6M | -59.8% | -61.6% | +1.8% | -39.5% |
| YTD | -66.0% | -20.5% | -45.5% | -61.3% |
| 1Y | -81.4% | -28.0% | -53.4% | -77.4% |
| All | -81.4% | -30.7% | -50.8% | -77.4% |
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