+417.5%
LIN vs MOD
+911.6%
-494.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.9% | -1.8% |
| 7D | +0.2% | -25.5% | +25.7% | +2.9% |
| 30D | +6.5% | -49.0% | +55.5% | +13.8% |
| 3M | +5.5% | -49.8% | +55.3% | +12.5% |
| 6M | +3.3% | -64.8% | +68.1% | +13.6% |
| YTD | +22.0% | -27.6% | +49.7% | +21.4% |
| 1Y | +25.7% | -35.2% | +60.9% | +26.0% |
| 3Y | +36.2% | +137.1% | -100.9% | +5.9% |
| 5Y | +66.1% | +760.3% | -694.2% | +0.8% |
| All | +417.5% | +911.6% | -494.1% | +190.2% |
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