+27.1%
SW vs MOD
-37.4%
+64.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -0.7% |
| 7D | +4.7% | -34.2% | +38.8% | +9.4% |
| 30D | +5.0% | -51.9% | +56.9% | +15.0% |
| 3M | -7.3% | -53.0% | +45.7% | +1.5% |
| 6M | +15.0% | -66.4% | +81.3% | +31.8% |
| YTD | +18.5% | -31.5% | +50.1% | +25.0% |
| 1Y | +27.1% | -39.6% | +66.7% | +35.9% |
| All | +27.1% | -37.4% | +64.5% | +35.9% |
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