+13,545.6%
COST vs MOD
+1,638.7%
+11,907.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.8% |
| 7D | +4.1% | -25.5% | +29.6% | +7.3% |
| 30D | +12.0% | -49.0% | +61.0% | +20.5% |
| 3M | +11.2% | -49.8% | +61.0% | +19.3% |
| 6M | +6.1% | -64.8% | +70.9% | +17.4% |
| YTD | +22.9% | -27.6% | +50.5% | +22.3% |
| 1Y | +14.7% | -35.2% | +49.9% | +15.1% |
| 3Y | +92.3% | +137.1% | -44.8% | +53.1% |
| 5Y | +116.6% | +760.3% | -643.7% | +39.2% |
| 10Y | +775.4% | +938.8% | -163.4% | +381.7% |
| All | +13,545.6% | +1,638.7% | +11,907.0% | +5,153.0% |
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 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