+29.3%
V vs MOD
-33.0%
+62.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -21.4% | +25.3% | +2.7% |
| 7D | +9.0% | -31.3% | +40.3% | +7.3% |
| 30D | +18.1% | -46.1% | +64.2% | +15.4% |
| 3M | +18.3% | -51.1% | +69.5% | +15.3% |
| 6M | +34.1% | -62.1% | +96.2% | +29.7% |
| YTD | +25.2% | -26.2% | +51.4% | +18.2% |
| 1Y | +29.3% | -32.6% | +61.9% | +22.0% |
| All | +29.3% | -33.0% | +62.3% | +22.0% |
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 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