+25.6%
BIL vs MOD
+911.6%
-886.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | 0.0% |
| 7D | -0.3% | -25.5% | +25.3% | -0.3% |
| 30D | 0.0% | -49.0% | +49.0% | 0.0% |
| 3M | +0.6% | -49.8% | +50.4% | +0.6% |
| 6M | +1.5% | -64.8% | +66.3% | +1.5% |
| YTD | +2.8% | -27.6% | +30.4% | +2.8% |
| 1Y | +3.3% | -35.2% | +38.5% | +3.3% |
| 3Y | +13.5% | +137.1% | -123.7% | +13.5% |
| 5Y | +19.8% | +760.3% | -740.5% | +19.7% |
| All | +25.6% | +911.6% | -886.0% | +25.5% |
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