-63.1%
W vs MOD
+1,486.5%
-1,549.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +0.8% |
| 7D | -4.2% | +9.6% | -13.8% | -7.8% |
| 30D | -7.6% | 0.0% | -7.6% | -8.1% |
| 3M | +37.2% | -35.4% | +72.5% | +60.5% |
| 6M | +26.3% | -7.3% | +33.6% | +23.1% |
| YTD | -1.0% | +45.8% | -46.8% | -23.7% |
| 1Y | +20.1% | +43.1% | -23.1% | -9.8% |
| 3Y | +37.8% | +297.7% | -259.9% | -46.8% |
| All | -63.1% | +1,486.5% | -1,549.6% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling