+1,929.4%
CLS vs MOD
+915.9%
+1,013.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.5% | +5.0% | +7.1% |
| 7D | +2.8% | +8.2% | -5.5% | -0.2% |
| 30D | -30.1% | -38.2% | +8.1% | -15.0% |
| 3M | -21.7% | -46.2% | +24.5% | +0.2% |
| 6M | -36.2% | -62.5% | +26.3% | -6.9% |
| YTD | -17.8% | -20.1% | +2.3% | -12.8% |
| 1Y | -26.8% | -29.7% | +2.9% | -18.1% |
| 3Y | +853.4% | +136.2% | +717.2% | +616.1% |
| 5Y | +2,005.0% | +820.4% | +1,184.7% | +902.8% |
| 10Y | +1,929.4% | +839.8% | +1,089.6% | +682.5% |
| All | +1,929.4% | +915.9% | +1,013.5% | +682.5% |
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