+145.0%
CI vs MOD
+1,642.7%
-1,497.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.6% |
| 7D | +1.3% | +9.6% | -8.3% | +0.6% |
| 30D | +4.4% | 0.0% | +4.4% | +4.3% |
| 3M | +0.7% | -35.4% | +36.0% | +3.3% |
| 6M | +0.3% | -7.3% | +7.6% | -0.5% |
| YTD | +3.8% | +45.8% | -42.0% | -1.1% |
| 1Y | -5.5% | +43.1% | -48.6% | -10.4% |
| 3Y | +8.1% | +297.7% | -289.6% | -13.5% |
| 5Y | +42.8% | +1,478.8% | -1,436.0% | -8.8% |
| All | +145.0% | +1,642.7% | -1,497.7% | +39.2% |
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