+41.6%
D vs MOD
+911.6%
-870.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.6% |
| 7D | +3.0% | -25.5% | +28.5% | +3.6% |
| 30D | +11.5% | -49.0% | +60.5% | +13.3% |
| 3M | +3.7% | -49.8% | +53.6% | +5.3% |
| 6M | +13.5% | -64.8% | +78.3% | +16.2% |
| YTD | +20.7% | -27.6% | +48.4% | +20.3% |
| 1Y | +18.2% | -35.2% | +53.4% | +18.0% |
| 3Y | +73.3% | +137.1% | -63.8% | +59.9% |
| 5Y | +12.3% | +760.3% | -748.0% | -4.2% |
| All | +41.6% | +911.6% | -870.0% | +14.5% |
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 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