+3.7%
SO vs MOD
-33.0%
+36.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -21.4% | +20.8% | -1.1% |
| 7D | +1.7% | -31.3% | +33.1% | +0.9% |
| 30D | +11.1% | -46.1% | +57.3% | +9.9% |
| 3M | +0.7% | -51.1% | +51.8% | -0.5% |
| 6M | -1.4% | -62.1% | +60.7% | -2.9% |
| YTD | +9.4% | -26.2% | +35.6% | +7.5% |
| 1Y | +3.7% | -32.6% | +36.3% | +1.9% |
| All | +3.7% | -33.0% | +36.7% | +1.9% |
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