+316.8%
BLK vs MOD
+920.5%
-603.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +5.2% | -17.8% | +23.1% | +7.9% |
| 30D | +12.9% | -43.2% | +56.1% | +23.1% |
| 3M | +8.6% | -46.0% | +54.6% | +18.8% |
| 6M | +13.9% | -62.2% | +76.1% | +30.8% |
| YTD | +16.1% | -22.8% | +38.9% | +15.6% |
| 1Y | +15.3% | -35.5% | +50.8% | +17.8% |
| 3Y | +96.5% | +128.2% | -31.7% | +47.4% |
| 5Y | +43.8% | +791.6% | -747.8% | -20.9% |
| 10Y | +316.8% | +886.3% | -569.6% | +112.1% |
| All | +316.8% | +920.5% | -603.7% | +112.1% |
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