+25.3%
U vs MOD
-30.7%
+56.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.8% | +16.1% | -13.3% | +1.8% |
| 30D | +7.6% | -38.5% | +46.1% | +12.5% |
| 3M | +12.7% | -46.8% | +59.5% | +18.9% |
| 6M | +87.0% | -61.6% | +148.6% | +100.8% |
| YTD | +13.6% | -20.5% | +34.1% | +5.4% |
| 1Y | +25.3% | -28.0% | +53.3% | +20.3% |
| All | +25.3% | -30.7% | +56.0% | +20.3% |
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