-47.3%
TE vs MOD
+1,486.5%
-1,533.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | -0.5% |
| 7D | -4.0% | +9.6% | -13.6% | -7.7% |
| 30D | -15.9% | 0.0% | -15.9% | -16.0% |
| 3M | -60.5% | -35.4% | -25.2% | -52.2% |
| 6M | -35.2% | -7.3% | -27.9% | -32.8% |
| YTD | -31.1% | +45.8% | -76.9% | -41.0% |
| 1Y | +148.6% | +43.1% | +105.5% | +113.1% |
| 3Y | -26.4% | +297.7% | -324.1% | -58.5% |
| All | -47.3% | +1,486.5% | -1,533.8% | -82.4% |
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 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