+20.2%
LUV vs MOD
+920.5%
-900.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | +6.6% | -17.8% | +24.4% | +10.2% |
| 30D | +11.2% | -43.2% | +54.4% | +24.5% |
| 3M | +3.6% | -46.0% | +49.7% | +16.7% |
| 6M | +13.1% | -62.2% | +75.4% | +36.2% |
| YTD | +13.6% | -22.8% | +36.4% | +14.5% |
| 1Y | +44.4% | -35.5% | +79.8% | +50.3% |
| 3Y | +113.2% | +128.2% | -15.0% | +48.9% |
| 5Y | +1.5% | +791.6% | -790.1% | -53.3% |
| 10Y | +20.2% | +886.3% | -866.2% | -54.3% |
| All | +20.2% | +920.5% | -900.3% | -54.3% |
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