-1.8%
BROS vs MOD
+851.2%
-853.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.9% | -3.2% | +4.6% |
| 7D | -17.9% | -13.9% | -4.0% | -15.8% |
| 30D | -5.4% | -41.5% | +36.2% | +4.6% |
| 3M | -32.1% | -45.7% | +13.7% | -24.3% |
| 6M | -31.7% | -61.1% | +29.4% | -19.9% |
| YTD | -41.2% | -20.5% | -20.7% | -42.5% |
| 1Y | -32.6% | -32.1% | -0.5% | -32.3% |
| 3Y | +32.7% | +146.5% | -113.8% | -13.9% |
| 5Y | -44.2% | +812.7% | -857.0% | -80.8% |
| All | -1.8% | +851.2% | -853.0% | -66.4% |
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