+318.3%
BLK vs MOD
+1,079.7%
-761.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +27.9% | -27.3% | -4.1% |
| 7D | +3.7% | +40.4% | -36.7% | -2.7% |
| 30D | +13.9% | -14.0% | +27.9% | +15.1% |
| 3M | +3.9% | -33.3% | +37.3% | +9.2% |
| 6M | +13.0% | -51.4% | +64.4% | +23.8% |
| YTD | +16.1% | +1.6% | +14.5% | +9.8% |
| 1Y | +16.8% | +5.4% | +11.4% | +9.0% |
| 3Y | +97.7% | +191.0% | -93.3% | +41.4% |
| 5Y | +42.1% | +1,093.1% | -1,051.0% | -26.3% |
| All | +318.3% | +1,079.7% | -761.3% | +100.2% |
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