+21.9%
XYZ vs MOD
-63.3%
+85.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -21.4% | +36.7% | +14.0% |
| 7D | +16.5% | -31.3% | +47.8% | +16.1% |
| 30D | +15.0% | -46.1% | +61.1% | +16.2% |
| 3M | +3.5% | -51.1% | +54.7% | +5.1% |
| 6M | +21.9% | -62.1% | +83.9% | +25.0% |
| All | +21.9% | -63.3% | +85.2% | +25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling