+142.2%
CI vs MOD
+1,005.7%
-863.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.2% | +0.1% |
| 7D | +0.1% | -13.9% | +14.1% | +0.8% |
| 30D | +4.7% | -41.5% | +46.2% | +8.0% |
| 3M | +5.2% | -45.7% | +51.0% | +8.9% |
| 6M | +3.8% | -61.1% | +64.9% | +9.2% |
| YTD | +9.2% | -20.5% | +29.7% | +7.7% |
| 1Y | +14.3% | -32.1% | +46.4% | +13.7% |
| 3Y | +8.4% | +146.5% | -138.0% | -11.5% |
| 5Y | +50.0% | +812.7% | -762.7% | -1.9% |
| 10Y | +142.2% | +966.8% | -824.6% | +39.5% |
| All | +142.2% | +1,005.7% | -863.5% | +39.5% |
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