+520.9%
COR vs MOD
+911.6%
-390.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.1% |
| 7D | +0.8% | -25.5% | +26.4% | +2.3% |
| 30D | +5.1% | -49.0% | +54.1% | +9.0% |
| 3M | +2.8% | -49.8% | +52.6% | +6.5% |
| 6M | +32.5% | -64.8% | +97.3% | +39.5% |
| YTD | -0.7% | -27.6% | +27.0% | -1.2% |
| 1Y | -6.7% | -35.2% | +28.5% | -6.7% |
| 3Y | +73.7% | +137.1% | -63.4% | +48.0% |
| 5Y | +177.9% | +760.3% | -582.4% | +98.9% |
| All | +520.9% | +911.6% | -390.7% | +308.1% |
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