+145.5%
TER vs MOD
+116.8%
+28.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.3% | -8.0% | -11.8% |
| 7D | -28.2% | -34.2% | +6.0% | -13.3% |
| 30D | -50.6% | -51.9% | +1.3% | -31.0% |
| 3M | -45.3% | -53.0% | +7.7% | -23.4% |
| 6M | -40.4% | -66.4% | +26.0% | -2.2% |
| YTD | +10.0% | -31.5% | +41.6% | +38.5% |
| 1Y | +13.6% | -39.6% | +53.2% | +48.4% |
| All | +145.5% | +116.8% | +28.6% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling