-8.4%
T vs MOD
-37.3%
+28.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -0.6% |
| 7D | +1.0% | -25.5% | +26.6% | -0.2% |
| 30D | -10.6% | -49.0% | +38.4% | -12.9% |
| 3M | -7.7% | -49.8% | +42.1% | -10.0% |
| 6M | -13.3% | -64.8% | +51.5% | -16.1% |
| YTD | -8.8% | -27.6% | +18.9% | -12.9% |
| 1Y | -8.4% | -35.2% | +26.8% | -12.7% |
| All | -8.4% | -37.3% | +28.9% | -12.7% |
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