+345.2%
IR vs MOD
+726.1%
-380.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.2% | +2.3% |
| 7D | +5.0% | -13.9% | +19.0% | +8.0% |
| 30D | +10.3% | -41.5% | +51.9% | +24.1% |
| 3M | -0.1% | -45.7% | +45.7% | +13.5% |
| 6M | +14.8% | -61.1% | +75.9% | +39.0% |
| YTD | +9.7% | -20.5% | +30.2% | +9.4% |
| 1Y | +12.2% | -32.1% | +44.3% | +15.3% |
| 3Y | +30.0% | +146.5% | -116.5% | -12.1% |
| 5Y | +46.8% | +812.7% | -765.9% | -32.9% |
| All | +345.2% | +726.1% | -380.9% | +106.0% |
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