+28.1%
SW vs MOD
-33.0%
+61.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -21.4% | +25.5% | +6.5% |
| 7D | +12.1% | -31.3% | +43.4% | +16.7% |
| 30D | +6.6% | -46.1% | +52.7% | +15.0% |
| 3M | -6.0% | -51.1% | +45.1% | +2.6% |
| 6M | +21.5% | -62.1% | +83.5% | +37.1% |
| YTD | +20.3% | -26.2% | +46.5% | +25.9% |
| 1Y | +28.1% | -32.6% | +60.7% | +35.8% |
| All | +28.1% | -33.0% | +61.1% | +35.8% |
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