+1.1%
UL vs MOD
-33.0%
+34.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.4% | +24.7% | +2.2% |
| 7D | +4.7% | -31.3% | +36.0% | +3.1% |
| 30D | +11.6% | -46.1% | +57.7% | +9.4% |
| 3M | +5.3% | -51.1% | +56.4% | +3.1% |
| 6M | +16.0% | -62.1% | +78.1% | +13.0% |
| YTD | +5.0% | -26.2% | +31.1% | -1.7% |
| 1Y | +1.1% | -32.6% | +33.7% | -4.6% |
| All | +1.1% | -33.0% | +34.1% | -4.6% |
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