+120.6%
COST vs MOD
+748.9%
-628.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.4% |
| 7D | +4.1% | -25.5% | +29.6% | +5.5% |
| 30D | +12.0% | -49.0% | +61.0% | +15.9% |
| 3M | +11.2% | -49.8% | +61.0% | +15.0% |
| 6M | +6.1% | -64.8% | +70.9% | +11.6% |
| YTD | +22.9% | -27.6% | +50.5% | +20.0% |
| 1Y | +14.7% | -35.2% | +49.9% | +12.7% |
| 3Y | +92.3% | +137.1% | -44.8% | +49.4% |
| All | +120.6% | +748.9% | -628.3% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling