+758.9%
COST vs MOD
+920.5%
-161.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | +4.6% | -17.8% | +22.4% | +5.5% |
| 30D | +12.8% | -43.2% | +56.0% | +15.9% |
| 3M | +12.1% | -46.0% | +58.1% | +15.4% |
| 6M | +6.0% | -62.2% | +68.3% | +10.8% |
| YTD | +24.4% | -22.8% | +47.2% | +22.6% |
| 1Y | +17.1% | -35.5% | +52.6% | +16.6% |
| 3Y | +92.2% | +128.2% | -36.1% | +67.2% |
| 5Y | +122.5% | +791.6% | -669.1% | +70.0% |
| 10Y | +758.9% | +886.3% | -127.4% | +523.9% |
| All | +758.9% | +920.5% | -161.6% | +523.9% |
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