+641.7%
BE vs MOD
+502.7%
+138.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.1% |
| 7D | -13.4% | -17.8% | +4.5% | -6.3% |
| 30D | -33.9% | -43.2% | +9.3% | -16.3% |
| 3M | -12.0% | -46.0% | +34.1% | +13.9% |
| 6M | -29.0% | -62.2% | +33.3% | +7.4% |
| YTD | +113.4% | -22.8% | +136.2% | +143.3% |
| 1Y | +33.2% | -35.5% | +68.7% | +64.1% |
| 3Y | +1,659.2% | +128.2% | +1,531.0% | +1,276.5% |
| 5Y | +461.4% | +791.6% | -330.2% | +177.3% |
| All | +641.7% | +502.7% | +138.9% | +175.6% |
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