+229.8%
SOXX vs MOD
+290.9%
-61.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.9% |
| 7D | +6.1% | +3.6% | +2.5% | +4.6% |
| 30D | +0.5% | -2.6% | +3.1% | +1.3% |
| 3M | -5.3% | -33.1% | +27.8% | +9.7% |
| 6M | +58.3% | -7.5% | +65.8% | +63.2% |
| YTD | +76.8% | +39.3% | +37.6% | +56.1% |
| 1Y | +114.6% | +34.3% | +80.3% | +88.8% |
| All | +229.8% | +290.9% | -61.0% | +81.2% |
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