+440.7%
LIN vs MOD
+916.1%
-475.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.4% | +24.0% | +4.9% |
| 7D | +3.3% | -31.3% | +34.6% | +7.1% |
| 30D | +8.8% | -46.1% | +54.9% | +15.6% |
| 3M | +8.6% | -51.1% | +59.8% | +16.3% |
| 6M | +7.0% | -62.1% | +69.1% | +16.7% |
| YTD | +24.3% | -26.2% | +50.5% | +23.4% |
| 1Y | +27.3% | -32.6% | +59.8% | +27.0% |
| 3Y | +38.9% | +133.8% | -94.9% | +8.3% |
| 5Y | +69.4% | +792.8% | -723.4% | +2.3% |
| 10Y | +440.7% | +959.8% | -519.0% | +201.1% |
| All | +440.7% | +916.1% | -475.3% | +201.1% |
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