+22.9%
TMO vs MOD
-35.4%
+58.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | +2.8% | -17.8% | +20.7% | +3.1% |
| 30D | +9.1% | -43.2% | +52.4% | +10.0% |
| 3M | +19.9% | -46.0% | +65.9% | +20.8% |
| 6M | +54.7% | -62.2% | +117.0% | +57.3% |
| YTD | +24.3% | -22.8% | +47.1% | +20.0% |
| All | +22.9% | -35.4% | +58.3% | +19.6% |
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