-14.0%
SYK vs MOD
-30.7%
+16.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.1% |
| 7D | -6.8% | +16.1% | -22.9% | -5.4% |
| 30D | +10.6% | -38.5% | +49.1% | +7.4% |
| 3M | -9.7% | -46.8% | +37.1% | -13.0% |
| 6M | +6.7% | -61.6% | +68.3% | +2.0% |
| YTD | -10.4% | -20.5% | +10.2% | -14.2% |
| 1Y | -14.0% | -28.0% | +14.0% | -17.9% |
| All | -14.0% | -30.7% | +16.7% | -17.9% |
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