+425.4%
SN vs MOD
+153.2%
+272.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.3% |
| 7D | +3.8% | -34.2% | +38.0% | +11.0% |
| 30D | +17.5% | -51.9% | +69.4% | +33.1% |
| 3M | +19.2% | -53.0% | +72.3% | +34.7% |
| 6M | +84.9% | -66.4% | +151.3% | +120.3% |
| YTD | +94.0% | -31.5% | +125.6% | +95.4% |
| 1Y | +151.3% | -39.6% | +190.9% | +158.0% |
| 3Y | +387.1% | +116.8% | +270.2% | +430.6% |
| All | +425.4% | +153.2% | +272.2% | +640.3% |
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