+3,653.2%
FIX vs MOD
+911.6%
+2,741.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +3.3% |
| 7D | -17.5% | -25.5% | +8.1% | -7.8% |
| 30D | -41.6% | -49.0% | +7.4% | -25.0% |
| 3M | -40.6% | -49.8% | +9.2% | -23.7% |
| 6M | -49.4% | -64.8% | +15.4% | -26.7% |
| YTD | +9.2% | -27.6% | +36.8% | +22.1% |
| 1Y | +6.5% | -35.2% | +41.7% | +23.0% |
| 3Y | +448.7% | +137.1% | +311.6% | +331.4% |
| 5Y | +948.7% | +760.3% | +188.4% | +454.3% |
| All | +3,653.2% | +911.6% | +2,741.6% | +1,463.7% |
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