+493.6%
COR vs MOD
+915.9%
-422.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.1% |
| 7D | -1.2% | +8.2% | -9.4% | -1.6% |
| 30D | +7.6% | -38.2% | +45.8% | +10.2% |
| 3M | +5.0% | -46.2% | +51.2% | +8.2% |
| 6M | +35.3% | -62.5% | +97.8% | +41.8% |
| YTD | +4.2% | -20.1% | +24.3% | +3.1% |
| 1Y | -3.4% | -29.7% | +26.3% | -3.9% |
| 3Y | +81.1% | +136.2% | -55.1% | +55.5% |
| 5Y | +195.8% | +820.4% | -624.5% | +112.6% |
| 10Y | +493.6% | +839.8% | -346.2% | +295.4% |
| All | +493.6% | +915.9% | -422.3% | +295.4% |
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