+61.0%
T vs MOD
+116.8%
-55.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.2% | -0.4% |
| 7D | +4.3% | -34.2% | +38.5% | +2.4% |
| 30D | -9.7% | -51.9% | +42.2% | -12.4% |
| 3M | -4.3% | -53.0% | +48.7% | -7.2% |
| 6M | -13.7% | -66.4% | +52.7% | -17.1% |
| YTD | -8.0% | -31.5% | +23.6% | -9.0% |
| 1Y | -6.9% | -39.6% | +32.6% | -8.3% |
| All | +61.0% | +116.8% | -55.8% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling