-7.4%
T vs MOD
-33.2%
+25.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.6% |
| 7D | +2.0% | +8.2% | -6.3% | +2.4% |
| 30D | -1.0% | -38.2% | +37.1% | -2.7% |
| 3M | -8.1% | -46.2% | +38.1% | -10.0% |
| 6M | -8.3% | -62.5% | +54.3% | -10.8% |
| YTD | -6.1% | -20.1% | +14.0% | -10.2% |
| 1Y | -7.4% | -29.7% | +22.3% | -12.0% |
| All | -7.4% | -33.2% | +25.8% | -12.0% |
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