+602.0%
COST vs MOD
+1,504.3%
-902.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -3.2% | +6.3% | -9.5% | -3.5% |
| 30D | -4.0% | -1.7% | -2.3% | -4.0% |
| 3M | -6.5% | -30.1% | +23.6% | -4.8% |
| 6M | -8.5% | +2.7% | -11.2% | -9.9% |
| YTD | +6.0% | +44.1% | -38.1% | +1.4% |
| 1Y | -5.8% | +38.7% | -44.5% | -10.2% |
| 3Y | +71.8% | +309.8% | -238.0% | +45.0% |
| 5Y | +106.2% | +1,569.7% | -1,463.5% | +52.3% |
| 10Y | +602.0% | +1,520.5% | -918.4% | +396.4% |
| All | +602.0% | +1,504.3% | -902.2% | +396.4% |
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