+363.8%
ALL vs MOD
+1,005.7%
-642.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.9% | -10.3% | -1.3% |
| 7D | -3.9% | -13.9% | +10.1% | -3.0% |
| 30D | +10.6% | -41.5% | +52.2% | +15.4% |
| 3M | -4.6% | -45.7% | +41.2% | -0.1% |
| 6M | +20.2% | -61.1% | +81.3% | +28.6% |
| YTD | +23.7% | -20.5% | +44.2% | +20.5% |
| 1Y | +27.9% | -32.1% | +60.0% | +26.3% |
| 3Y | +109.2% | +146.5% | -37.3% | +62.3% |
| 5Y | +148.0% | +812.7% | -664.7% | +49.8% |
| 10Y | +363.8% | +966.8% | -603.1% | +148.9% |
| All | +363.8% | +1,005.7% | -642.0% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling