+217.6%
BAC vs MOD
+1,079.7%
-862.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +27.9% | -26.9% | -4.4% |
| 7D | +3.2% | +40.4% | -37.2% | -4.1% |
| 30D | -0.7% | -14.0% | +13.3% | +0.5% |
| 3M | -20.0% | -33.3% | +13.4% | -15.2% |
| 6M | +3.4% | -51.4% | +54.8% | +14.8% |
| YTD | -5.7% | +1.6% | -7.4% | -12.4% |
| 1Y | -1.4% | +5.4% | -6.8% | -9.8% |
| 3Y | +97.9% | +191.0% | -93.1% | +29.0% |
| 5Y | +22.9% | +1,093.1% | -1,070.2% | -47.9% |
| All | +217.6% | +1,079.7% | -862.0% | +15.0% |
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