+52.5%
SO vs MOD
+138.1%
-85.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | 0.0% |
| 7D | -0.1% | -17.8% | +17.7% | -0.6% |
| 30D | +8.7% | -43.2% | +51.9% | +7.1% |
| 3M | +3.4% | -46.0% | +49.4% | +1.8% |
| 6M | +3.7% | -62.2% | +66.0% | +1.3% |
| YTD | +10.0% | -22.8% | +32.8% | +10.0% |
| 1Y | +6.6% | -35.5% | +42.1% | +6.1% |
| 3Y | +52.5% | +128.2% | -75.7% | +57.0% |
| All | +52.5% | +138.1% | -85.7% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling