+553.1%
MA vs MOD
+911.6%
-358.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.2% |
| 7D | +2.3% | -25.5% | +27.8% | +5.4% |
| 30D | +14.7% | -49.0% | +63.7% | +23.4% |
| 3M | +13.5% | -49.8% | +63.3% | +21.8% |
| 6M | +33.1% | -64.8% | +97.9% | +47.4% |
| YTD | +15.1% | -27.6% | +42.7% | +13.3% |
| 1Y | +18.7% | -35.2% | +53.9% | +18.0% |
| 3Y | +72.1% | +137.1% | -65.1% | +28.7% |
| 5Y | +92.8% | +760.3% | -667.5% | +9.4% |
| All | +553.1% | +911.6% | -358.5% | +226.7% |
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