+151.2%
GE vs MOD
+822.6%
-671.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.3% |
| 7D | +5.1% | +16.1% | -11.0% | +1.6% |
| 30D | +7.6% | -38.5% | +46.1% | +18.5% |
| 3M | -9.3% | -46.8% | +37.5% | +2.7% |
| 6M | +11.5% | -61.6% | +73.1% | +33.7% |
| YTD | +7.9% | -20.5% | +28.4% | +7.6% |
| 1Y | +7.6% | -28.0% | +35.7% | +8.7% |
| 3Y | +265.9% | +134.9% | +130.9% | +155.7% |
| 5Y | +405.9% | +833.2% | -427.2% | +135.3% |
| All | +151.2% | +822.6% | -671.4% | -2.1% |
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