+39.5%
TMUS vs MOD
+300.6%
-261.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -3.4% |
| 7D | +0.1% | +9.6% | -9.5% | +0.3% |
| 30D | +5.3% | 0.0% | +5.2% | +5.3% |
| 3M | +3.1% | -35.4% | +38.5% | +2.7% |
| 6M | -16.5% | -7.3% | -9.2% | -16.7% |
| YTD | -9.2% | +45.8% | -55.0% | -9.7% |
| 1Y | -26.5% | +43.1% | -69.6% | -27.0% |
| All | +39.5% | +300.6% | -261.2% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling