-6.2%
TLT vs MOD
-33.2%
+26.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | 0.0% |
| 7D | -1.0% | +8.2% | -9.3% | -1.1% |
| 30D | +3.7% | -38.2% | +41.8% | +4.6% |
| 3M | -0.8% | -46.2% | +45.4% | +0.4% |
| 6M | -3.6% | -62.5% | +59.0% | -1.6% |
| YTD | -3.9% | -20.1% | +16.2% | -4.1% |
| 1Y | -6.2% | -29.7% | +23.5% | -6.0% |
| All | -6.2% | -33.2% | +26.9% | -6.0% |
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