+2,153.9%
SOXX vs MOD
+500.3%
+1,653.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +27.9% | -31.5% | -11.4% |
| 7D | +9.4% | +40.4% | -31.1% | -2.0% |
| 30D | -13.8% | -14.0% | +0.2% | -11.8% |
| 3M | -18.6% | -33.3% | +14.7% | -11.1% |
| 6M | -15.1% | -51.4% | +36.3% | +1.2% |
| YTD | +49.0% | +1.6% | +47.4% | +43.3% |
| 1Y | +55.3% | +5.4% | +49.9% | +47.2% |
| 3Y | +179.0% | +191.0% | -12.0% | +90.5% |
| 5Y | +166.5% | +1,093.1% | -926.6% | +20.2% |
| 10Y | +1,203.0% | +1,095.2% | +107.7% | +382.8% |
| All | +2,153.9% | +500.3% | +1,653.6% | +574.3% |
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 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