-54.0%
W vs MOD
+720.4%
-774.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.3% | -1.0% | -5.5% |
| 7D | -5.6% | -34.2% | +28.5% | +8.7% |
| 30D | +7.5% | -51.9% | +59.4% | +39.4% |
| 3M | +5.4% | -53.0% | +58.4% | +36.1% |
| 6M | +79.4% | -66.4% | +145.7% | +158.6% |
| YTD | +12.9% | -31.5% | +44.5% | +12.6% |
| 1Y | +12.4% | -39.6% | +52.0% | +16.6% |
| 3Y | +128.5% | +116.8% | +11.7% | +4.5% |
| 5Y | -54.0% | +713.8% | -767.8% | -91.7% |
| All | -54.0% | +720.4% | -774.3% | -91.7% |
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