+43.2%
TER vs MOD
-33.0%
+76.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -21.4% | +14.6% | +6.2% |
| 7D | -19.9% | -31.3% | +11.5% | -0.4% |
| 30D | -43.5% | -46.1% | +2.6% | -18.6% |
| 3M | -37.8% | -51.1% | +13.4% | -5.7% |
| 6M | -25.6% | -62.1% | +36.5% | +33.8% |
| YTD | +29.8% | -26.2% | +56.0% | +84.2% |
| 1Y | +43.2% | -32.6% | +75.7% | +106.7% |
| All | +43.2% | -33.0% | +76.1% | +106.7% |
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