+11,743.1%
COST vs MOD
+3,565.2%
+8,177.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.6% |
| 7D | -3.1% | +9.6% | -12.7% | -4.3% |
| 30D | -2.8% | 0.0% | -2.8% | -3.0% |
| 3M | -5.7% | -35.4% | +29.7% | -1.5% |
| 6M | -8.8% | -7.3% | -1.5% | -10.0% |
| YTD | +6.7% | +45.8% | -39.1% | -1.5% |
| 1Y | -3.6% | +43.1% | -46.8% | -11.7% |
| 3Y | +75.1% | +297.7% | -222.6% | +32.2% |
| 5Y | +108.9% | +1,478.8% | -1,369.8% | +26.0% |
| 10Y | +586.2% | +1,633.4% | -1,047.2% | +260.4% |
| All | +11,743.1% | +3,565.2% | +8,177.8% | +4,107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling