+3,716.0%
ALL vs MOD
+1,338.6%
+2,377.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.0% |
| 7D | 0.0% | +9.6% | -9.6% | -1.5% |
| 30D | -1.5% | 0.0% | -1.5% | -1.8% |
| 3M | +23.6% | -35.4% | +59.0% | +30.5% |
| 6M | +22.3% | -7.3% | +29.6% | +19.9% |
| YTD | +26.5% | +45.8% | -19.3% | +13.7% |
| 1Y | +27.0% | +43.1% | -16.1% | +12.9% |
| 3Y | +149.6% | +297.7% | -148.1% | +70.0% |
| 5Y | +118.1% | +1,478.8% | -1,360.7% | +9.0% |
| 10Y | +369.0% | +1,633.4% | -1,264.4% | +98.0% |
| All | +3,716.0% | +1,338.6% | +2,377.4% | +1,119.8% |
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