+18.4%
XRT vs MOD
-33.0%
+51.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -21.4% | +27.0% | +5.7% |
| 7D | +8.0% | -31.3% | +39.4% | +8.7% |
| 30D | +13.0% | -46.1% | +59.1% | +14.8% |
| 3M | +1.7% | -51.1% | +52.8% | +3.6% |
| 6M | +12.6% | -62.1% | +74.6% | +15.6% |
| YTD | +10.7% | -26.2% | +36.8% | +8.4% |
| 1Y | +18.4% | -32.6% | +51.0% | +16.5% |
| All | +18.4% | -33.0% | +51.4% | +16.5% |
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 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