-2.1%
BROS vs MOD
+1,115.6%
-1,117.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +27.9% | -21.4% | +0.7% |
| 7D | +6.3% | +40.4% | -34.1% | -1.4% |
| 30D | -8.3% | -14.0% | +5.7% | -6.8% |
| 3M | -29.8% | -33.3% | +3.6% | -25.3% |
| 6M | -25.8% | -51.4% | +25.6% | -17.2% |
| YTD | -41.4% | +1.6% | -43.0% | -45.8% |
| 1Y | -35.2% | +5.4% | -40.5% | -41.2% |
| 3Y | +32.8% | +191.0% | -158.2% | -16.7% |
| 5Y | -42.2% | +1,093.1% | -1,135.3% | -81.1% |
| All | -2.1% | +1,115.6% | -1,117.7% | -68.3% |
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