+53.4%
T vs MOD
+748.9%
-695.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -0.8% |
| 7D | +1.0% | -25.5% | +26.6% | +0.8% |
| 30D | -10.6% | -49.0% | +38.4% | -11.0% |
| 3M | -7.7% | -49.8% | +42.1% | -8.2% |
| 6M | -13.3% | -64.8% | +51.5% | -13.8% |
| YTD | -8.8% | -27.6% | +18.9% | -9.7% |
| 1Y | -8.4% | -35.2% | +26.8% | -9.3% |
| 3Y | +59.6% | +137.1% | -77.5% | +44.9% |
| All | +53.4% | +748.9% | -695.5% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling