+152.0%
GE vs MOD
+1,079.7%
-927.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +27.9% | -27.6% | -5.8% |
| 7D | +2.7% | +40.4% | -37.8% | -5.7% |
| 30D | +8.1% | -14.0% | +22.1% | +9.6% |
| 3M | -7.9% | -33.3% | +25.5% | -1.6% |
| 6M | +12.9% | -51.4% | +64.3% | +27.4% |
| YTD | +8.2% | +1.6% | +6.6% | +1.3% |
| 1Y | +9.7% | +5.4% | +4.3% | +1.0% |
| 3Y | +266.1% | +191.0% | +75.1% | +142.2% |
| 5Y | +407.4% | +1,093.1% | -685.8% | +121.6% |
| All | +152.0% | +1,079.7% | -927.7% | -7.8% |
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