+2,514.3%
SOXX vs MOD
+778.9%
+1,735.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.3% |
| 7D | +2.2% | +9.6% | -7.4% | -0.4% |
| 30D | -2.0% | 0.0% | -2.1% | -2.1% |
| 3M | -13.7% | -35.4% | +21.7% | -2.5% |
| 6M | +52.4% | -7.3% | +59.7% | +55.1% |
| YTD | +72.8% | +45.8% | +27.0% | +53.9% |
| 1Y | +113.9% | +43.1% | +70.8% | +89.4% |
| 3Y | +210.7% | +297.7% | -86.9% | +97.7% |
| 5Y | +244.6% | +1,478.8% | -1,234.1% | +46.2% |
| 10Y | +1,468.0% | +1,633.4% | -165.4% | +433.3% |
| All | +2,514.3% | +778.9% | +1,735.4% | +617.0% |
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