+760.6%
COST vs MOD
+915.9%
-155.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.8% |
| 7D | +3.9% | +8.2% | -4.3% | +3.4% |
| 30D | +13.5% | -38.2% | +51.7% | +16.2% |
| 3M | +15.3% | -46.2% | +61.6% | +18.8% |
| 6M | +9.2% | -62.5% | +71.7% | +14.2% |
| YTD | +26.9% | -20.1% | +47.0% | +24.8% |
| 1Y | +19.7% | -29.7% | +49.4% | +18.5% |
| 3Y | +96.0% | +136.2% | -40.2% | +70.3% |
| 5Y | +124.0% | +820.4% | -696.3% | +71.1% |
| 10Y | +760.6% | +839.8% | -79.2% | +534.0% |
| All | +760.6% | +915.9% | -155.3% | +534.0% |
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