+39.5%
UL vs MOD
+116.8%
-77.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.0% |
| 7D | +5.5% | -34.2% | +39.7% | +4.3% |
| 30D | +11.4% | -51.9% | +63.2% | +9.5% |
| 3M | +6.0% | -53.0% | +59.0% | +4.2% |
| 6M | +18.0% | -66.4% | +84.3% | +15.6% |
| YTD | +6.2% | -31.5% | +37.8% | +4.5% |
| 1Y | +1.5% | -39.6% | +41.1% | -0.1% |
| All | +39.5% | +116.8% | -77.3% | +35.5% |
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