-28.1%
TGT vs MOD
+1,086.9%
-1,115.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +27.9% | -27.5% | -1.8% |
| 7D | +2.6% | +40.4% | -37.8% | -0.3% |
| 30D | +4.7% | -14.0% | +18.7% | +5.3% |
| 3M | +4.6% | -33.3% | +37.9% | +7.2% |
| 6M | +34.9% | -51.4% | +86.3% | +41.3% |
| YTD | +70.9% | +1.6% | +69.3% | +62.0% |
| 1Y | +84.4% | +5.4% | +79.0% | +73.0% |
| 3Y | +69.1% | +191.0% | -121.9% | +29.7% |
| All | -28.1% | +1,086.9% | -1,115.0% | -61.5% |
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 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