+165.7%
CI vs MOD
+857.0%
-691.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.8% |
| 7D | +1.0% | -34.2% | +35.2% | +3.5% |
| 30D | +9.9% | -51.9% | +61.8% | +14.9% |
| 3M | +12.1% | -53.0% | +65.1% | +17.1% |
| 6M | +10.6% | -66.4% | +77.0% | +17.6% |
| YTD | +11.4% | -31.5% | +42.9% | +11.0% |
| 1Y | +18.8% | -39.6% | +58.3% | +19.1% |
| 3Y | +2.9% | +116.8% | -114.0% | -15.5% |
| 5Y | +54.5% | +713.8% | -659.3% | +1.2% |
| All | +165.7% | +857.0% | -691.3% | +53.6% |
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