+34.5%
D vs MOD
+1,642.7%
-1,608.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.6% |
| 7D | +1.5% | +9.6% | -8.1% | +1.2% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | 0.0% | -35.4% | +35.4% | +1.1% |
| 6M | +7.4% | -7.3% | +14.6% | +7.0% |
| YTD | +15.9% | +45.8% | -29.9% | +13.6% |
| 1Y | +18.1% | +43.1% | -25.0% | +15.5% |
| 3Y | +58.4% | +297.7% | -239.3% | +44.8% |
| 5Y | +5.2% | +1,478.8% | -1,473.6% | -11.4% |
| All | +34.5% | +1,642.7% | -1,608.2% | +4.7% |
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 2016-09-04 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling