+54.6%
TER vs MOD
+748.9%
-694.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +0.1% |
| 7D | -20.5% | -25.5% | +5.1% | -10.4% |
| 30D | -47.0% | -49.0% | +2.0% | -29.9% |
| 3M | -43.3% | -49.8% | +6.5% | -25.0% |
| 6M | -42.9% | -64.8% | +21.9% | -12.0% |
| YTD | +12.9% | -27.6% | +40.5% | +34.1% |
| 1Y | +18.2% | -35.2% | +53.4% | +44.8% |
| 3Y | +151.8% | +137.1% | +14.6% | +78.9% |
| All | +54.6% | +748.9% | -694.4% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling