+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 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.5% |
| 7D | +0.4% | +9.6% | -9.1% | +0.2% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -1.0% | -35.4% | +34.4% | +0.1% |
| 6M | +6.3% | -7.3% | +13.6% | +6.0% |
| YTD | +14.7% | +45.8% | -31.1% | +12.4% |
| 1Y | +16.9% | +43.1% | -26.2% | +14.4% |
| 3Y | +56.8% | +297.7% | -240.9% | +43.4% |
| 5Y | +5.2% | +1,478.8% | -1,473.6% | -11.4% |
| All | +34.5% | +1,642.7% | -1,608.2% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling