+13.2%
W vs MOD
-37.3%
+50.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.2% | -2.2% |
| 7D | -3.6% | -25.5% | +21.9% | -0.4% |
| 30D | +7.0% | -49.0% | +56.0% | +18.1% |
| 3M | +7.4% | -49.8% | +57.2% | +18.2% |
| 6M | +69.3% | -64.8% | +134.1% | +97.3% |
| YTD | +11.3% | -27.6% | +38.9% | +13.3% |
| 1Y | +13.2% | -35.2% | +48.4% | +16.4% |
| All | +13.2% | -37.3% | +50.5% | +16.4% |
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