+254.0%
GM vs MOD
+656.1%
-402.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.9% | -5.8% | +1.5% |
| 7D | -0.3% | -13.9% | +13.6% | +2.3% |
| 30D | +8.4% | -41.5% | +49.9% | +22.4% |
| 3M | +2.6% | -45.7% | +48.3% | +17.2% |
| 6M | +14.3% | -61.1% | +75.4% | +39.5% |
| YTD | +11.0% | -20.5% | +31.5% | +8.6% |
| 1Y | +27.8% | -32.1% | +59.9% | +29.2% |
| 3Y | +246.7% | +146.5% | +100.2% | +112.5% |
| 5Y | +59.6% | +812.7% | -753.2% | -39.0% |
| 10Y | +249.1% | +966.8% | -717.7% | +3.7% |
| All | +254.0% | +656.1% | -402.1% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling