+25.6%
BIL vs MOD
+1,005.7%
-980.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.9% | -9.9% | 0.0% |
| 7D | +0.1% | -13.9% | +14.0% | +0.1% |
| 30D | 0.0% | -41.5% | +41.5% | 0.0% |
| 3M | +0.6% | -45.7% | +46.3% | +0.6% |
| 6M | +1.5% | -61.1% | +62.6% | +1.5% |
| YTD | +2.8% | -20.5% | +23.3% | +2.8% |
| 1Y | +3.3% | -32.1% | +35.5% | +3.3% |
| 3Y | +13.4% | +146.5% | -133.0% | +13.4% |
| 5Y | +19.8% | +812.7% | -792.9% | +19.8% |
| 10Y | +25.6% | +966.8% | -941.2% | +25.6% |
| All | +25.6% | +1,005.7% | -980.1% | +25.6% |
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