+325.3%
IR vs MOD
+651.8%
-326.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | 0.0% |
| 7D | +3.7% | -25.5% | +29.2% | +10.3% |
| 30D | +7.4% | -49.0% | +56.4% | +25.0% |
| 3M | -5.9% | -49.8% | +43.9% | +9.0% |
| 6M | +5.6% | -64.8% | +70.3% | +31.0% |
| YTD | +4.8% | -27.6% | +32.5% | +6.9% |
| 1Y | +6.9% | -35.2% | +42.1% | +11.1% |
| 3Y | +27.6% | +137.1% | -109.6% | -13.0% |
| 5Y | +45.8% | +760.3% | -714.5% | -32.4% |
| All | +325.3% | +651.8% | -326.6% | +101.4% |
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