+749.2%
COST vs MOD
+822.6%
-73.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +2.5% | +16.1% | -13.6% | +1.7% |
| 30D | +14.6% | -38.5% | +53.1% | +17.3% |
| 3M | +15.2% | -46.8% | +62.0% | +18.7% |
| 6M | +7.2% | -61.6% | +68.8% | +12.0% |
| YTD | +27.4% | -20.5% | +47.9% | +25.4% |
| 1Y | +20.2% | -28.0% | +48.2% | +18.8% |
| 3Y | +96.9% | +134.9% | -38.1% | +71.1% |
| 5Y | +122.8% | +833.2% | -710.3% | +70.1% |
| All | +749.2% | +822.6% | -73.4% | +526.9% |
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