+556.3%
MA vs MOD
+857.0%
-300.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | -1.6% |
| 7D | +3.2% | -34.2% | +37.3% | +7.9% |
| 30D | +15.9% | -51.9% | +67.8% | +25.7% |
| 3M | +15.2% | -53.0% | +68.2% | +24.6% |
| 6M | +32.4% | -66.4% | +98.7% | +47.4% |
| YTD | +15.6% | -31.5% | +47.2% | +14.6% |
| 1Y | +19.3% | -39.6% | +58.9% | +19.6% |
| 3Y | +73.0% | +116.8% | -43.8% | +31.1% |
| 5Y | +93.7% | +713.8% | -620.1% | +10.7% |
| All | +556.3% | +857.0% | -300.7% | +230.6% |
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