-48.0%
SMR vs MOD
+956.1%
-1,004.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.4% |
| 7D | +1.9% | +8.2% | -6.3% | -1.1% |
| 30D | -21.9% | -38.2% | +16.2% | -3.9% |
| 3M | -47.1% | -46.2% | -0.9% | -31.4% |
| 6M | -60.6% | -62.5% | +1.9% | -40.2% |
| YTD | -63.1% | -20.1% | -43.0% | -61.3% |
| 1Y | -80.4% | -29.7% | -50.8% | -78.3% |
| 3Y | +150.2% | +136.2% | +14.0% | +99.7% |
| All | -48.0% | +956.1% | -1,004.2% | -64.4% |
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 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