+47.9%
SO vs MOD
+129.2%
-81.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -0.9% |
| 7D | -1.5% | -25.5% | +24.1% | -2.2% |
| 30D | +8.1% | -49.0% | +57.1% | +6.1% |
| 3M | +0.2% | -49.8% | +50.0% | -1.6% |
| 6M | +0.4% | -64.8% | +65.2% | -2.1% |
| YTD | +8.5% | -27.6% | +36.1% | +8.3% |
| 1Y | +4.9% | -35.2% | +40.1% | +4.5% |
| 3Y | +47.9% | +137.1% | -89.2% | +52.4% |
| All | +47.9% | +129.2% | -81.3% | +52.4% |
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 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