+18.2%
TER vs MOD
-37.3%
+55.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | -1.0% |
| 7D | -20.5% | -25.5% | +5.1% | -5.8% |
| 30D | -47.0% | -49.0% | +2.0% | -20.6% |
| 3M | -43.3% | -49.8% | +6.5% | -15.3% |
| 6M | -42.9% | -64.8% | +21.9% | +6.9% |
| YTD | +12.9% | -27.6% | +40.5% | +63.8% |
| 1Y | +18.2% | -35.2% | +53.4% | +76.0% |
| All | +18.2% | -37.3% | +55.5% | +76.0% |
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