+81.1%
F vs MOD
+857.0%
-775.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | +0.5% |
| 7D | +1.4% | -34.2% | +35.5% | +10.1% |
| 30D | +2.0% | -51.9% | +53.9% | +18.5% |
| 3M | -10.4% | -53.0% | +42.7% | +4.2% |
| 6M | +9.7% | -66.4% | +76.1% | +35.3% |
| YTD | -1.2% | -31.5% | +30.4% | +0.9% |
| 1Y | 0.0% | -39.6% | +39.6% | +4.2% |
| 3Y | +41.1% | +116.8% | -75.7% | -4.7% |
| 5Y | -11.4% | +713.8% | -725.2% | -60.3% |
| All | +81.1% | +857.0% | -775.8% | -35.6% |
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