-25.8%
TE vs MOD
-33.0%
+7.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -21.4% | +17.9% | +8.6% |
| 7D | +3.8% | -31.3% | +35.1% | +26.6% |
| 30D | -26.2% | -46.1% | +19.9% | +3.9% |
| 3M | -49.7% | -51.1% | +1.4% | -25.8% |
| 6M | -46.5% | -62.1% | +15.6% | -7.6% |
| YTD | -59.1% | -26.2% | -33.0% | -47.0% |
| 1Y | -25.8% | -32.6% | +6.7% | -1.7% |
| All | -25.8% | -33.0% | +7.2% | -1.7% |
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