+142.0%
W vs MOD
+129.2%
+12.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.2% | -3.2% |
| 7D | -3.6% | -25.5% | +21.9% | +4.0% |
| 30D | +7.0% | -49.0% | +56.0% | +30.5% |
| 3M | +7.4% | -49.8% | +57.2% | +30.2% |
| 6M | +69.3% | -64.8% | +134.1% | +127.7% |
| YTD | +11.3% | -27.6% | +38.9% | +8.2% |
| 1Y | +13.2% | -35.2% | +48.4% | +13.4% |
| 3Y | +142.0% | +137.1% | +4.9% | +2.3% |
| All | +142.0% | +129.2% | +12.8% | +2.3% |
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