+142.8%
CI vs MOD
+1,079.7%
-936.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.6% | -1.5% |
| 7D | +1.2% | +40.4% | -39.3% | -1.2% |
| 30D | +2.6% | -14.0% | +16.6% | +3.0% |
| 3M | +7.4% | -33.3% | +40.8% | +9.5% |
| 6M | -0.1% | -51.4% | +51.3% | +3.5% |
| YTD | +9.7% | +1.6% | +8.1% | +6.3% |
| 1Y | +12.1% | +5.4% | +6.7% | +8.0% |
| 3Y | +7.0% | +191.0% | -184.0% | -13.4% |
| 5Y | +49.7% | +1,093.1% | -1,043.4% | -4.4% |
| All | +142.8% | +1,079.7% | -936.9% | +39.1% |
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