+257.3%
SOXX vs MOD
+1,517.1%
-1,259.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.9% |
| 7D | +6.1% | +3.6% | +2.5% | +4.7% |
| 30D | +0.5% | -2.6% | +3.1% | +1.3% |
| 3M | -5.3% | -33.1% | +27.8% | +9.0% |
| 6M | +58.3% | -7.5% | +65.8% | +62.6% |
| YTD | +76.8% | +39.3% | +37.6% | +56.2% |
| 1Y | +114.6% | +34.3% | +80.3% | +89.1% |
| 3Y | +229.6% | +296.2% | -66.6% | +87.2% |
| 5Y | +257.3% | +1,504.6% | -1,247.2% | +15.3% |
| All | +257.3% | +1,517.1% | -1,259.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling