+132.4%
HOOD vs MOD
+486.2%
-353.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +1.2% |
| 7D | -4.8% | -25.5% | +20.7% | +4.5% |
| 30D | -26.1% | -49.0% | +22.9% | -7.1% |
| 3M | -10.8% | -49.8% | +39.0% | +12.2% |
| 6M | +2.4% | -64.8% | +67.1% | +41.7% |
| YTD | -28.5% | -27.6% | -0.8% | -28.3% |
| 1Y | -36.3% | -35.2% | -1.1% | -34.0% |
| 3Y | +743.7% | +137.1% | +606.6% | +384.2% |
| 5Y | +118.6% | +760.3% | -641.7% | -37.4% |
| All | +132.4% | +486.2% | -353.9% | +27.4% |
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