+23.8%
TGT vs MOD
-65.0%
+88.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +1.0% |
| 7D | +2.6% | -25.5% | +28.2% | -0.6% |
| 30D | +5.0% | -49.0% | +54.0% | -1.7% |
| 3M | +8.5% | -49.8% | +58.3% | +1.6% |
| 6M | +23.8% | -64.8% | +88.5% | +12.8% |
| All | +23.8% | -65.0% | +88.8% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling