0.0%
W vs MOD
-35.8%
+35.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.3% |
| 7D | +1.1% | -17.8% | +18.9% | +2.8% |
| 30D | +6.4% | -43.2% | +49.6% | +15.1% |
| 3M | +9.0% | -46.0% | +55.0% | +18.2% |
| 6M | +69.8% | -62.2% | +132.1% | +94.4% |
| YTD | +12.1% | -22.8% | +34.9% | +14.5% |
| 1Y | 0.0% | -35.5% | +35.5% | +5.5% |
| All | 0.0% | -35.8% | +35.8% | +5.5% |
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 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