+313.3%
LOW vs MOD
+1,005.7%
-692.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.9% | -6.5% | +2.0% |
| 7D | +6.4% | -13.9% | +20.3% | +7.9% |
| 30D | +25.6% | -41.5% | +67.1% | +34.3% |
| 3M | +4.6% | -45.7% | +50.3% | +12.6% |
| 6M | +2.5% | -61.1% | +63.7% | +14.5% |
| YTD | -1.6% | -20.5% | +18.9% | -3.5% |
| 1Y | +1.7% | -32.1% | +33.9% | +1.7% |
| 3Y | +29.4% | +146.5% | -117.0% | -5.1% |
| 5Y | +9.6% | +812.7% | -803.1% | -40.8% |
| 10Y | +313.3% | +966.8% | -653.5% | +97.0% |
| All | +313.3% | +1,005.7% | -692.4% | +97.0% |
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