-69.4%
U vs MOD
+1,486.5%
-1,555.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -2.2% |
| 7D | -3.8% | +9.6% | -13.4% | -6.4% |
| 30D | +17.5% | 0.0% | +17.4% | +17.0% |
| 3M | +38.7% | -35.4% | +74.1% | +54.2% |
| 6M | +104.4% | -7.3% | +111.7% | +97.9% |
| YTD | -5.7% | +45.8% | -51.5% | -23.8% |
| 1Y | +3.7% | +43.1% | -39.5% | -16.9% |
| 3Y | +12.3% | +297.7% | -285.3% | -43.0% |
| All | -69.4% | +1,486.5% | -1,555.9% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling