+593.0%
BE vs MOD
+465.0%
+128.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +1.0% |
| 7D | -14.7% | -25.5% | +10.8% | -4.1% |
| 30D | -40.5% | -49.0% | +8.5% | -21.4% |
| 3M | -24.3% | -49.8% | +25.5% | +0.7% |
| 6M | -39.3% | -64.8% | +25.5% | -5.7% |
| YTD | +99.4% | -27.6% | +127.0% | +133.1% |
| 1Y | +26.6% | -35.2% | +61.8% | +55.9% |
| 3Y | +1,616.9% | +137.1% | +1,479.8% | +1,233.2% |
| 5Y | +441.4% | +760.3% | -318.9% | +172.0% |
| All | +593.0% | +465.0% | +128.0% | +164.0% |
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