-0.3%
SPOT vs MOD
-33.0%
+32.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -21.4% | +26.0% | +2.0% |
| 7D | +16.6% | -31.3% | +47.9% | +12.2% |
| 30D | +29.9% | -46.1% | +76.1% | +23.0% |
| 3M | +31.3% | -51.1% | +82.4% | +23.6% |
| 6M | +43.2% | -62.1% | +105.3% | +33.3% |
| YTD | +8.1% | -26.2% | +34.3% | +2.4% |
| 1Y | -0.3% | -32.6% | +32.2% | -5.4% |
| All | -0.3% | -33.0% | +32.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling