+158.9%
SN vs MOD
-33.0%
+191.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -21.4% | +25.5% | +6.2% |
| 7D | +10.6% | -31.3% | +42.0% | +14.7% |
| 30D | +20.0% | -46.1% | +66.1% | +28.3% |
| 3M | +30.4% | -51.1% | +81.5% | +40.6% |
| 6M | +91.0% | -62.1% | +153.0% | +112.3% |
| YTD | +95.9% | -26.2% | +122.1% | +98.3% |
| 1Y | +158.9% | -32.6% | +191.4% | +163.8% |
| All | +158.9% | -33.0% | +191.9% | +163.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling