+155.5%
GE vs MOD
+911.6%
-756.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.4% |
| 7D | +7.1% | -25.5% | +32.7% | +13.3% |
| 30D | +6.5% | -49.0% | +55.5% | +22.3% |
| 3M | -13.6% | -49.8% | +36.3% | -0.9% |
| 6M | +6.0% | -64.8% | +70.8% | +29.5% |
| YTD | +5.4% | -27.6% | +33.0% | +7.4% |
| 1Y | +6.5% | -35.2% | +41.7% | +10.1% |
| 3Y | +268.6% | +137.1% | +131.5% | +156.7% |
| 5Y | +389.0% | +760.3% | -371.2% | +131.9% |
| All | +155.5% | +911.6% | -756.1% | -1.8% |
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