-49.5%
SMR vs MOD
+856.5%
-906.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +5.7% | +10.5% | +13.6% |
| 7D | -9.6% | -25.5% | +15.9% | +2.6% |
| 30D | -33.8% | -49.0% | +15.2% | -10.8% |
| 3M | -46.4% | -49.8% | +3.5% | -28.1% |
| 6M | -62.4% | -64.8% | +2.3% | -41.1% |
| YTD | -64.1% | -27.6% | -36.5% | -60.6% |
| 1Y | -84.3% | -35.2% | -49.1% | -82.0% |
| 3Y | +55.8% | +137.1% | -81.3% | +27.7% |
| All | -49.5% | +856.5% | -906.0% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling