+366.5%
ALL vs MOD
+1,642.7%
-1,276.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.8% |
| 7D | 0.0% | +9.6% | -9.6% | -0.9% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | +23.6% | -35.4% | +59.0% | +28.0% |
| 6M | +22.3% | -7.3% | +29.6% | +20.6% |
| YTD | +26.5% | +45.8% | -19.3% | +17.6% |
| 1Y | +27.0% | +43.1% | -16.1% | +17.2% |
| 3Y | +149.6% | +297.7% | -148.1% | +87.7% |
| 5Y | +118.1% | +1,478.8% | -1,360.7% | +27.0% |
| All | +366.5% | +1,642.7% | -1,276.2% | +134.7% |
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