+337.2%
IR vs MOD
+725.7%
-388.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +4.3% | +16.1% | -11.8% | +0.5% |
| 30D | +8.1% | -38.5% | +46.6% | +20.1% |
| 3M | +0.7% | -46.8% | +47.5% | +15.0% |
| 6M | +16.6% | -61.6% | +78.2% | +41.7% |
| YTD | +7.8% | -20.5% | +28.3% | +7.4% |
| 1Y | +9.9% | -28.0% | +37.9% | +11.3% |
| 3Y | +25.2% | +134.9% | -109.7% | -14.2% |
| 5Y | +46.8% | +833.2% | -786.4% | -33.3% |
| All | +337.2% | +725.7% | -388.4% | +102.3% |
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 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