+513.3%
XRT vs MOD
+845.1%
-331.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.1% |
| 7D | +0.8% | +9.6% | -8.8% | -1.2% |
| 30D | -4.2% | 0.0% | -4.2% | -4.5% |
| 3M | +5.1% | -35.4% | +40.5% | +13.5% |
| 6M | +2.4% | -7.3% | +9.7% | +0.7% |
| YTD | +3.2% | +45.8% | -42.6% | -9.4% |
| 1Y | +1.5% | +43.1% | -41.6% | -11.7% |
| 3Y | +40.6% | +297.7% | -257.1% | -11.2% |
| 5Y | -1.0% | +1,478.8% | -1,479.7% | -56.8% |
| 10Y | +128.4% | +1,633.4% | -1,505.0% | -17.6% |
| All | +513.3% | +845.1% | -331.8% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling