+32.9%
W vs MOD
+300.6%
-267.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.0% |
| 7D | -4.2% | +9.6% | -13.8% | -7.4% |
| 30D | -7.6% | 0.0% | -7.6% | -8.0% |
| 3M | +37.2% | -35.4% | +72.5% | +58.0% |
| 6M | +26.3% | -7.3% | +33.6% | +23.5% |
| YTD | -1.0% | +45.8% | -46.8% | -21.9% |
| 1Y | +20.1% | +43.1% | -23.1% | -7.5% |
| All | +32.9% | +300.6% | -267.7% | -53.8% |
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