+47.4%
TER vs MOD
-30.7%
+78.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | +24.0% | +16.1% | +7.9% | +13.1% |
| 30D | -30.6% | -38.5% | +7.9% | -7.0% |
| 3M | -34.5% | -46.8% | +12.3% | -5.1% |
| 6M | -26.4% | -61.6% | +35.2% | +31.6% |
| YTD | +36.4% | -20.5% | +57.0% | +87.5% |
| 1Y | +47.4% | -28.0% | +75.4% | +108.5% |
| All | +47.4% | -30.7% | +78.1% | +108.5% |
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