-76.0%
TE vs MOD
+1,209.1%
-1,285.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +1.7% |
| 7D | -12.6% | -25.5% | +13.0% | -4.7% |
| 30D | -36.7% | -49.0% | +12.3% | -22.4% |
| 3M | -57.5% | -49.8% | -7.7% | -47.7% |
| 6M | -55.2% | -64.8% | +9.6% | -38.4% |
| YTD | -64.7% | -27.6% | -37.0% | -60.3% |
| 1Y | -35.9% | -35.2% | -0.7% | -25.9% |
| 3Y | -31.8% | +137.1% | -168.9% | -39.2% |
| 5Y | -79.4% | +760.3% | -839.7% | -84.6% |
| All | -76.0% | +1,209.1% | -1,285.0% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling