+202.8%
TER vs MOD
+1,486.5%
-1,283.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +3.7% |
| 7D | +0.6% | +9.6% | -9.0% | -3.2% |
| 30D | -8.3% | 0.0% | -8.3% | -8.1% |
| 3M | -12.2% | -35.4% | +23.2% | +5.8% |
| 6M | +17.1% | -7.3% | +24.3% | +24.0% |
| YTD | +84.7% | +45.8% | +38.9% | +65.6% |
| 1Y | +199.9% | +43.1% | +156.8% | +166.5% |
| 3Y | +232.8% | +297.7% | -64.9% | +90.0% |
| All | +202.8% | +1,486.5% | -1,283.6% | -6.8% |
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