+172.1%
EXC vs MOD
+911.6%
-739.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.2% |
| 7D | -1.2% | -25.5% | +24.4% | -0.1% |
| 30D | +10.0% | -49.0% | +59.0% | +12.9% |
| 3M | +1.6% | -49.8% | +51.4% | +4.3% |
| 6M | +3.3% | -64.8% | +68.0% | +7.3% |
| YTD | +7.6% | -27.6% | +35.2% | +7.0% |
| 1Y | +3.5% | -35.2% | +38.7% | +3.3% |
| 3Y | +27.7% | +137.1% | -109.5% | +11.6% |
| 5Y | +41.1% | +760.3% | -719.2% | +6.5% |
| All | +172.1% | +911.6% | -739.5% | +87.9% |
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