-62.4%
SMR vs MOD
-65.0%
+2.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +5.7% | +10.5% | +13.0% |
| 7D | -9.6% | -25.5% | +15.9% | +4.7% |
| 30D | -33.8% | -49.0% | +15.2% | -4.7% |
| 3M | -46.4% | -49.8% | +3.5% | -23.3% |
| 6M | -62.4% | -64.8% | +2.3% | -33.2% |
| All | -62.4% | -65.0% | +2.6% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling