-51.7%
TE vs MOD
-33.2%
-18.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +1.0% |
| 7D | -22.0% | +8.2% | -30.2% | -25.3% |
| 30D | -33.6% | -38.2% | +4.5% | -14.3% |
| 3M | -61.1% | -46.2% | -14.8% | -46.1% |
| 6M | -64.7% | -62.5% | -2.2% | -40.7% |
| YTD | -68.1% | -20.1% | -48.0% | -59.3% |
| 1Y | -51.7% | -29.7% | -22.0% | -34.5% |
| All | -51.7% | -33.2% | -18.5% | -34.5% |
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