+301.3%
LOW vs MOD
+915.9%
-614.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.6% |
| 7D | +1.0% | +8.2% | -7.3% | -0.3% |
| 30D | +25.6% | -38.2% | +63.8% | +33.2% |
| 3M | +5.3% | -46.2% | +51.6% | +13.6% |
| 6M | +3.7% | -62.5% | +66.3% | +16.5% |
| YTD | -1.9% | -20.1% | +18.3% | -3.8% |
| 1Y | +0.6% | -29.7% | +30.3% | 0.0% |
| 3Y | +26.4% | +136.2% | -109.8% | -6.6% |
| 5Y | +10.1% | +820.4% | -810.2% | -40.7% |
| 10Y | +301.3% | +839.8% | -538.6% | +92.1% |
| All | +301.3% | +915.9% | -614.6% | +92.1% |
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