+3.1%
SYK vs MOD
-51.6%
+54.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +27.9% | -28.7% | +3.3% |
| 7D | -5.0% | +40.4% | -45.4% | +0.9% |
| 30D | +9.9% | -14.0% | +24.0% | +8.6% |
| 3M | -8.9% | -33.3% | +24.4% | -13.1% |
| 6M | +3.1% | -51.4% | +54.5% | -4.5% |
| All | +3.1% | -51.6% | +54.7% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling