+263.2%
BAC vs MOD
+911.6%
-648.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.8% |
| 7D | -1.2% | -25.5% | +24.4% | +3.9% |
| 30D | -7.7% | -49.0% | +41.3% | +4.5% |
| 3M | -21.2% | -49.8% | +28.7% | -11.0% |
| 6M | -6.8% | -64.8% | +57.9% | +11.0% |
| YTD | -8.7% | -27.6% | +18.9% | -8.6% |
| 1Y | -5.3% | -35.2% | +29.9% | -3.9% |
| 3Y | +87.4% | +137.1% | -49.7% | +26.8% |
| 5Y | +18.9% | +760.3% | -741.4% | -46.2% |
| All | +263.2% | +911.6% | -648.4% | +37.0% |
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