+149.8%
SMR vs MOD
+138.1%
+11.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.4% |
| 7D | -2.8% | -17.8% | +15.0% | +7.5% |
| 30D | -27.5% | -43.2% | +15.7% | -1.0% |
| 3M | -43.1% | -46.0% | +2.9% | -21.4% |
| 6M | -58.4% | -62.2% | +3.8% | -29.9% |
| YTD | -63.2% | -22.8% | -40.4% | -61.8% |
| 1Y | -81.6% | -35.5% | -46.2% | -78.8% |
| 3Y | +149.8% | +128.2% | +21.5% | -16.4% |
| All | +149.8% | +138.1% | +11.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling