-28.6%
U vs MOD
+1,330.2%
-1,358.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -7.3% | +22.2% | +16.7% |
| 7D | +24.3% | -34.2% | +58.4% | +36.2% |
| 30D | +8.6% | -51.9% | +60.4% | +29.0% |
| 3M | +37.6% | -53.0% | +90.6% | +63.4% |
| 6M | +78.5% | -66.4% | +144.8% | +125.5% |
| YTD | +10.5% | -31.5% | +42.0% | +9.4% |
| 1Y | +15.2% | -39.6% | +54.8% | +17.9% |
| 3Y | +76.6% | +116.8% | -40.3% | +18.0% |
| 5Y | -67.9% | +713.8% | -781.7% | -85.4% |
| All | -28.6% | +1,330.2% | -1,358.8% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling