+2,271.9%
D vs MOD
+3,565.2%
-1,293.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.7% |
| 7D | +1.5% | +9.6% | -8.1% | +0.8% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | 0.0% | -35.4% | +35.4% | +2.5% |
| 6M | +7.4% | -7.3% | +14.6% | +6.8% |
| YTD | +15.9% | +45.8% | -29.9% | +11.4% |
| 1Y | +18.1% | +43.1% | -25.0% | +13.1% |
| 3Y | +58.4% | +297.7% | -239.3% | +36.1% |
| 5Y | +5.2% | +1,478.8% | -1,473.6% | -20.5% |
| 10Y | +35.9% | +1,633.4% | -1,597.5% | -5.3% |
| All | +2,271.9% | +3,565.2% | -1,293.3% | +1,225.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling