+144.2%
IEFA vs MOD
+1,504.3%
-1,360.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +1.2% | +6.3% | -5.2% | +0.4% |
| 30D | -0.6% | -1.7% | +1.1% | -0.5% |
| 3M | +6.2% | -30.1% | +36.3% | +10.3% |
| 6M | +11.2% | +2.7% | +8.5% | +9.3% |
| YTD | +14.2% | +44.1% | -29.9% | +7.0% |
| 1Y | +20.0% | +38.7% | -18.7% | +12.1% |
| 3Y | +68.8% | +309.8% | -241.0% | +29.5% |
| 5Y | +52.7% | +1,569.7% | -1,517.1% | -6.6% |
| 10Y | +144.2% | +1,520.5% | -1,376.3% | +37.6% |
| All | +144.2% | +1,504.3% | -1,360.0% | +37.6% |
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