+199.8%
TER vs MOD
+45.0%
+154.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.1% | +2.8% |
| 7D | +0.6% | +9.6% | -9.0% | -4.9% |
| 30D | -8.3% | 0.0% | -8.3% | -8.2% |
| 3M | -12.2% | -35.4% | +23.1% | +13.4% |
| 6M | +17.0% | -7.3% | +24.3% | +28.6% |
| YTD | +84.6% | +45.8% | +38.8% | +80.3% |
| 1Y | +199.8% | +43.1% | +156.7% | +194.7% |
| All | +199.8% | +45.0% | +154.8% | +194.7% |
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