-56.6%
SMR vs MOD
+804.9%
-861.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -7.3% | -7.5% | -11.5% |
| 7D | -26.2% | -34.2% | +8.0% | -11.6% |
| 30D | -45.5% | -51.9% | +6.4% | -24.9% |
| 3M | -53.4% | -53.0% | -0.4% | -35.8% |
| 6M | -63.2% | -66.4% | +3.2% | -41.2% |
| YTD | -69.2% | -31.5% | -37.6% | -65.4% |
| 1Y | -88.5% | -39.6% | -48.9% | -86.3% |
| 3Y | +26.7% | +116.8% | -90.2% | +6.8% |
| All | -56.6% | +804.9% | -861.4% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling