+185.1%
B vs MOD
+857.0%
-671.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.7% |
| 7D | +4.3% | -34.2% | +38.5% | +5.4% |
| 30D | -0.9% | -51.9% | +50.9% | +1.0% |
| 3M | -1.4% | -53.0% | +51.7% | +0.6% |
| 6M | +5.0% | -66.4% | +71.4% | +8.0% |
| YTD | -5.8% | -31.5% | +25.7% | -4.0% |
| 1Y | +25.6% | -39.6% | +65.2% | +28.2% |
| 3Y | +161.6% | +116.8% | +44.8% | +170.3% |
| 5Y | +135.2% | +713.8% | -578.6% | +151.3% |
| All | +185.1% | +857.0% | -671.9% | +231.1% |
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