+278.5%
BLK vs MOD
+1,486.8%
-1,208.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.5% |
| 7D | -2.7% | +3.6% | -6.3% | -3.3% |
| 30D | -4.8% | -2.6% | -2.1% | -4.5% |
| 3M | +6.5% | -33.1% | +39.6% | +13.0% |
| 6M | +13.1% | -7.5% | +20.7% | +12.1% |
| YTD | +1.8% | +39.3% | -37.5% | -7.1% |
| 1Y | -1.0% | +34.3% | -35.2% | -10.1% |
| 3Y | +66.0% | +296.2% | -230.2% | +14.4% |
| 5Y | +31.2% | +1,504.6% | -1,473.3% | -34.0% |
| 10Y | +278.5% | +1,511.5% | -1,233.0% | +69.2% |
| All | +278.5% | +1,486.8% | -1,208.3% | +69.2% |
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