+2,755.1%
CLS vs MOD
+1,642.7%
+1,112.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.9% |
| 7D | +4.6% | +9.6% | -5.0% | +1.0% |
| 30D | -13.9% | 0.0% | -13.9% | -13.8% |
| 3M | -26.6% | -35.4% | +8.8% | -13.7% |
| 6M | +15.4% | -7.3% | +22.7% | +18.5% |
| YTD | +5.7% | +45.8% | -40.1% | -11.5% |
| 1Y | +41.1% | +43.1% | -2.0% | +19.0% |
| 3Y | +1,228.6% | +297.7% | +930.9% | +708.3% |
| 5Y | +3,240.6% | +1,478.8% | +1,761.9% | +1,193.7% |
| All | +2,755.1% | +1,642.7% | +1,112.4% | +797.1% |
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