+492.2%
COR vs MOD
+1,079.7%
-587.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +27.9% | -24.9% | +1.4% |
| 7D | +7.8% | +40.4% | -32.6% | +5.6% |
| 30D | +7.0% | -14.0% | +21.0% | +7.4% |
| 3M | +16.3% | -33.3% | +49.6% | +18.2% |
| 6M | +41.3% | -51.4% | +92.7% | +45.6% |
| YTD | +7.1% | +1.6% | +5.5% | +4.4% |
| 1Y | -0.8% | +5.4% | -6.2% | -3.8% |
| 3Y | +85.0% | +191.0% | -106.0% | +57.0% |
| 5Y | +203.9% | +1,093.1% | -889.3% | +114.8% |
| All | +492.2% | +1,079.7% | -587.5% | +291.8% |
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