+90.3%
TGT vs MOD
-33.9%
+124.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.1% | +5.2% |
| 7D | +4.7% | -13.9% | +18.7% | +3.9% |
| 30D | +8.0% | -41.5% | +49.5% | +5.7% |
| 3M | +11.7% | -45.7% | +57.4% | +9.0% |
| 6M | +34.7% | -61.1% | +95.9% | +30.9% |
| YTD | +74.4% | -20.5% | +94.9% | +67.3% |
| All | +90.3% | -33.9% | +124.2% | +82.8% |
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 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