-15.1%
SOXX vs MOD
-51.6%
+36.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +27.9% | -31.5% | -15.2% |
| 7D | +9.4% | +40.4% | -31.1% | -8.6% |
| 30D | -13.8% | -14.0% | +0.2% | -6.8% |
| 3M | -18.6% | -33.3% | +14.7% | +0.7% |
| 6M | -15.1% | -51.4% | +36.3% | +27.6% |
| All | -15.1% | -51.6% | +36.5% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling