+48.8%
D vs MOD
+822.6%
-773.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.1% | +16.1% | -19.2% | -3.4% |
| 30D | +8.4% | -38.5% | +46.9% | +9.6% |
| 3M | +0.2% | -46.8% | +47.0% | +1.7% |
| 6M | +9.5% | -61.6% | +71.1% | +11.9% |
| YTD | +18.8% | -20.5% | +39.3% | +18.1% |
| 1Y | +14.7% | -28.0% | +42.7% | +14.2% |
| 3Y | +72.9% | +134.9% | -62.0% | +59.6% |
| 5Y | +13.1% | +833.2% | -820.0% | -4.1% |
| All | +48.8% | +822.6% | -773.8% | +16.2% |
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