+423.5%
LIN vs MOD
+857.0%
-433.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +0.1% |
| 7D | +3.6% | -34.2% | +37.7% | +7.8% |
| 30D | +6.4% | -51.9% | +58.3% | +14.4% |
| 3M | +6.5% | -53.0% | +59.5% | +14.4% |
| 6M | +4.9% | -66.4% | +71.2% | +15.9% |
| YTD | +23.4% | -31.5% | +55.0% | +23.5% |
| 1Y | +26.3% | -39.6% | +65.9% | +27.6% |
| 3Y | +38.0% | +116.8% | -78.8% | +8.5% |
| 5Y | +68.0% | +713.8% | -645.8% | +2.6% |
| All | +423.5% | +857.0% | -433.5% | +195.4% |
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