+405.7%
COR vs MOD
+1,642.7%
-1,237.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.1% |
| 7D | +2.8% | +9.6% | -6.8% | +2.2% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | +22.7% | -35.4% | +58.0% | +25.4% |
| 6M | -9.7% | -7.3% | -2.5% | -10.4% |
| YTD | -1.4% | +45.8% | -47.2% | -5.4% |
| 1Y | +13.9% | +43.1% | -29.2% | +9.0% |
| 3Y | +94.0% | +297.7% | -203.7% | +62.8% |
| 5Y | +184.0% | +1,478.8% | -1,294.7% | +100.3% |
| All | +405.7% | +1,642.7% | -1,237.0% | +228.1% |
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