+9.1%
XLF vs MOD
+45.0%
-35.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.9% |
| 7D | 0.0% | +9.6% | -9.6% | -0.4% |
| 30D | +0.2% | 0.0% | +0.1% | +0.1% |
| 3M | +11.7% | -35.4% | +47.1% | +13.6% |
| 6M | +13.8% | -7.3% | +21.1% | +12.4% |
| YTD | +7.0% | +45.8% | -38.8% | +2.6% |
| 1Y | +9.1% | +43.1% | -34.0% | +5.3% |
| All | +9.1% | +45.0% | -35.8% | +5.3% |
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 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