+584.1%
MA vs MOD
+822.6%
-238.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.5% | +16.1% | -16.6% | -2.3% |
| 30D | +7.9% | -38.5% | +46.4% | +13.5% |
| 3M | +16.8% | -46.8% | +63.6% | +24.5% |
| 6M | +31.0% | -61.6% | +92.6% | +43.7% |
| YTD | +15.0% | -20.5% | +35.6% | +11.9% |
| 1Y | +17.0% | -28.0% | +45.0% | +14.8% |
| 3Y | +68.5% | +134.9% | -66.5% | +26.5% |
| 5Y | +85.0% | +833.2% | -748.2% | +3.4% |
| All | +584.1% | +822.6% | -238.5% | +235.7% |
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