+1,376.8%
BAC vs MOD
+3,565.2%
-2,188.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.3% |
| 7D | +1.1% | +9.6% | -8.5% | -1.5% |
| 30D | -0.4% | 0.0% | -0.4% | -0.8% |
| 3M | +16.9% | -35.4% | +52.3% | +29.3% |
| 6M | +26.6% | -7.3% | +33.9% | +23.8% |
| YTD | +15.8% | +45.8% | -30.0% | -2.1% |
| 1Y | +27.2% | +43.1% | -16.0% | +5.9% |
| 3Y | +132.4% | +297.7% | -165.3% | +26.2% |
| 5Y | +72.6% | +1,478.8% | -1,406.2% | -43.1% |
| 10Y | +389.7% | +1,633.4% | -1,243.7% | +25.9% |
| All | +1,376.8% | +3,565.2% | -2,188.4% | +157.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling