+6,337.0%
SO vs MOD
+1,544.7%
+4,792.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.6% |
| 7D | +0.4% | -34.2% | +34.5% | +2.2% |
| 30D | +9.2% | -51.9% | +61.1% | +12.9% |
| 3M | +1.1% | -53.0% | +54.1% | +4.4% |
| 6M | -1.1% | -66.4% | +65.3% | +3.4% |
| YTD | +9.7% | -31.5% | +41.2% | +10.1% |
| 1Y | +5.5% | -39.6% | +45.0% | +6.3% |
| 3Y | +47.0% | +116.8% | -69.8% | +34.3% |
| 5Y | +77.6% | +713.8% | -636.2% | +47.0% |
| 10Y | +181.0% | +882.7% | -701.7% | +117.1% |
| All | +6,337.0% | +1,544.7% | +4,792.3% | +4,118.9% |
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 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